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The IMRF Investment Department works under the guidance and direction of the Board of Trustees, and is governed by the Prudent Man Rule. It is the mission of the Investment Department to optimize the total return of the IMRF investment portfolio through a policy of long-term diversified investment, using parameters of prudent risk management.
IMRF’s Investment Department works with independent professional money managers and consultants to achieve these goals.
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Asset Allocation Summary |
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Asset Allocation Summary as of March 31, 2013
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Market Value |
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| Asset Class |
(in Millions)
|
% Target |
% Actual |
|
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| Domestic Equity |
$12,845.6
|
38.0% |
43.4% |
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| International Equity |
$6,017.6
|
20.0% |
20.3% |
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| Fixed Income |
$8,432.9
|
29.0% |
28.5% |
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| Real Estate |
$837.3
|
6.0% |
2.8% |
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| Alternative Investments |
$1,226.1
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6.0% |
4.1% |
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| Cash Equivalents |
$226.0
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1.0% |
0.8% |
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| Total |
$29,585.5
|
100.0% |
100.0% |
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Last Updated on Wednesday, 29 May 2013 13:31 |
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Investment Returns Summary |
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Investment Returns Summary for Periods Ending March 31, 2013
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Quarter
Ending |
Year to Date |
1 Year
Ending |
3 Years
Ending |
5 Years
Ending |
10 Years
Ending |
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3/31/13 |
3/31/13 |
3/31/13 |
3/31/13 |
3/31/13 |
3/31/13 |
| Total Fund |
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| Gross of Fees |
5.99% |
5.99% |
10.86% |
9.62% |
6.29% |
9.19% |
| Net of Fees |
5.98% |
5.98% |
10.62% |
9.39% |
6.07% |
-- |
| Total Fund Benchmark* |
5.06% |
5.06% |
9.68% |
9.23% |
5.82% |
8.50% |
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Last Updated on Tuesday, 28 May 2013 20:24 |
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