Documents
Resources
Learning Center
Upload
Plans & pricing Sign in
Sign Out

Performance

VIEWS: 4 PAGES: 2

									                               Policeman's Annuity and Benefit Fund of Chicago
                                             Performance Update
                                           As of December 31, 2009

RETURN SUMMARY
ENDING 12/31/09
                                                                                               3 Years    5 Years    10 Years
                                             Market Value        Fourth        1 Year Ending    Ending     Ending     Ending
                           Market Value           %              Quarter          12/31/09     12/31/09   12/31/09   12/31/09
Total Fund                 $3,091,792,763      100.0 %              4.4 %           21.5 %      -1.6 %      2.8 %      3.3 %
Performance Benchmark                                               3.5             21.6        -1.0        3.2        2.8
U.S. Equity                  1,410,640,887      45.6                6.6             32.9        -3.8        1.3        1.3
Performance Benchmark                                               5.8             28.6        -5.2        1.0       -0.2
Non-U.S. Equity               560,978,531       18.1                5.0             40.1        -4.4        4.6        1.1
Performance Benchmark                                               3.7             41.4        -3.5        5.8        2.7
Fixed Income                  696,193,860       22.5                1.1             11.7         4.0        3.8        5.6
Performance Benchmark                                               0.2              5.9         6.0        5.0        6.3
Alternatives                  412,044,884       13.3                1.6             -10.4       -2.2        4.6        2.5
Performance Benchmark                                               2.7             10.2        -4.8        1.2        0.0
Cash                           11,934,611        0.4                0.1              0.5         2.7        3.3        3.2
iMoneyNet All Taxable
                                                                    0.1              0.3         2.3        2.8        2.6
Money Funds Index




Total Fund Performance Benchmark: A weighted average of the Dow Jones U.S. Total Stock Market Index, MSCI All Country World
ex-U.S. Index, Barclays Capital Aggregate Bond Index, NCREIF Index, CPI + 5%, HFR Fund of Funds Index, and the Credit Suisse
Leveraged Loan Index.

U.S. Equity Performance Benchmark: The Dow Jones U.S. Total Stock Market Index.

Non-U.S. Equity Performance Benchmark: The MSCI EAFE Index until 10/31/2000 when it became the MSCI All Country World
ex-U.S. Index.

Fixed Income Performance Benchmark: The Barclays Capital Aggregate Bond Index.

Alternatives Performance Benchmark: A weighted average of the NCREIF Index, CPI + 5%, Credit Suisse Leveraged Loan Index,
HFR Fund of Funds Index, and the DJ U.S. Total Stock Market Index based on the historical market values of Real Estate,
Infrastructure, Short Term Opportunistic Strategies, Opportunistic Strategies, and Private Equity.

                                                         Ennis Knupp + Associates                                               1
                          Policeman's Annuity and Benefit Fund of Chicago
                                        Performance Update
                                      As of December 31, 2009




ASSET ALLOCATION AS OF 12/31/09
($ in thousands)
                                                                                            Percent of
                               U.S. Bond Total Equity Alternatives   Cash        Total        Total      Policy
Total Equity                            -- $1,971,619           --          -- $1,971,619       63.8%      48.0%
Fixed Income                      $696,194          --          --          --   $696,194       22.5%      25.0%
Alternative Investments                 --          --   $412,045           --   $412,045       13.3%      27.0%
Cash                                    --          --          --   $11,935      $11,935        0.4%       0.0%
Total Fund                        $696,194 $1,971,619    $412,045    $11,935 $3,091,793        100.0%     100.0%
Percent of Total                    22.5%      63.8%        13.3%      0.4%       100.0%




2

								
To top