 "Asset Allocation")
|
 "Asset Allocation")
|
|
Pooled Investment Asset Allocation (As of December 31, 2011) |
Asset Growth (As of December 31, 2011) |
For the Year Ended December 31, 2011
|
|
Net total return |
Risk (volatility) |
Return per unit of risk taken (Sharpe) |
|
Portfolio |
0.9% |
5.9% |
0.2% |
|
Policy Fund Benchmark (1) |
(0.5)% |
8.6% |
(0.0)% |
|
Portfolio Objectives Benchmark (2) |
(3.2)% |
13.8% |
(0.2)% |
(1) The Portfolio Fund Benchmark is comprised of indexes specifically related to the individual investment strategies held in the portfolio
(2) The Portfolio Objectives Benchmark is comprised of public benchmarks closely related to the objectives of Growth (MSCI All World Equities Index), Inflation hedging (CPI+2%), and Risk minimizing (Barclays Global Aggregate Bond Index)
INVESTMENT STAFF
Kevin Edwards, Vice President of Finance and Chief Investment Officer 860-486-1203
Assistant: Hallie Wilson, Assistant to the Vice President of Finance and Chief Investment Officer 860-486-2965
Tim Nguyen, Director of Investments 860-486-4386
Shahid Farooqi, Investment Analyst 860-486-2912
Investment Interns
- Bingyu Ye
- Li-Chung Chang
- Qindong (Bruce) Liu
