Investment Portfolio Values and Rates of Return

Year 1

Market Value 2, 3

Rate of Return

2004

312.00

9.51%

2005

419.61

5.37%

2006

432.12

9.29%

2007

482.66

17.42%

2008

469.55

(0.25%)

2009

328.66

(22.74%)

2010

335.56

11.13%

2011

369.06

17.13%

2012

340.19

(2.62%)

2013

350.89

9.60%

2014

383.27

14.9%

2015

379.92

4.7%

2016

352.76

-1.8%

1 As of June 30

2 In $ millions

3 In addition to market value changes generated by investment returns, annual market value changes are affected by payouts to support programs and operations, new gifts, and other additions.

 

Asset Allocation

Asset Class

Target 

Current 1

Directional

55%

57.1%

Fixed Income

20%

15.4%

Hedged

25%

 27.5%

1 As of June 30, 2016