Calendar Year Performance

INVESTMENTS AT A GLANCE

Calendar Year Performance Analysis

(As of 31 March 2018)

Calendar Year UNJSPF Annual Return
(CY) %
UN Policy Benchmark Return
(CY) %
Relative Performance
(Arithmetic) %
Real Return
(Arithmetic) %
In Excess of 3.5%
(Arithmetic) %
AuM
(billion US$)
Change YoY
(US$)
Change
%
1995 18.4 20.5 -2.1 15.9 12.4 15.3
1996 12.1 10.3 1.8 8.8 5.3 17.1 1.7 11.3
1997 10.0 11.3 -1.3 8.3 4.8 18.7 1.6 9.6
1998 18.6 19.1 -0.5 17.0 13.5 22.0 3.3 17.8
1999 19.9 14.6 5.3 17.2 13.7 26.0 4.0 18.1
2000 -6.2 -6.7 0.5 -9.6 -13.1 23.9 -2.1 -8.1
2001 -8.4 -8.5 0.0 -10.0 -13.5 22.0 -2.0 -8.1
2002 -2.9 -6.6 3.7 -5.3 -8.8 21.2 -0.8 -3.6
2003 24.8 25.0 -0.2 22.9 19.4 26.3 5.1 24.1
2004 13.7 13.2 0.5 10.4 6.9 29.7 3.4 12.8
2005 7.5 6.6 0.9 4.1 0.6 31.8 2.2 7.3
2006 15.9 16.0 -0.1 13.4 9.9 36.7 4.8 15.2
2007 13.9 11.4 2.5 9.8 6.3 41.7 5.1 13.8
2008 -24.9 -26.4 1.5 -25 28.5 31.3 -10.4 -25.0
2009 20.2 20.6 -0.4 17.5 14 37.5 6.2 19.9
2010 10.3 10.9 -0.6 8.8 5.3 41.4 3.9 10.4
2011 -3.9 -1.4 -2.6 -6.9 -10.4 39.8 -1.7 -4.1
2012 12.7 12.0 0.6 10.9 7.4 44.7 4.9 12.4
2013 15.5 13.5 2.0 14.0 10.5 51.4 6.7 15.0
2014 3.2 3.7 -0.5 2.5 -1 52.8 1.5 2.8
2015 -1.0 -1.1 0.1 -1.7 -5.2 52.1 -0.7 -1.3
2016 5.2 6.9 -1.7 3.1 -0.4 54.4 2.3 4.5
2017 18.6 18.1 0.5 16.5 13.0 64.1 10.0 17.8

 

Statistics UNJSPF Annual Return
(CY) %
UN Policy Benchmark Return
(CY) %
Relative Performance
(Arithmetic) %
Real Return
(Arithmetic) %
In Excess of 3.5%
(Arithmetic) %
AuM
(billion US$)
Change YoY
(US$)
Change
%
Average 8.4 8.0 0.4 6.2 2.7 2.2 7.4
Median 12.1 11.3 0.1 8.8 5.3 2.8 10.8
SD 11.8 11.9 1.8 11.5 11.5 4.1 11.7
MAX 24.8 25 5.3 22.9 19.4 9.7 24.1
MIN -24.9 -26.4 -2.6 -25 -28.5 -10.4 -25.0
Positive 17 17 13 17 15 N/A 15.0
Negative 6.0 6.0 10.0 6 8 N/A 7.0
Positive % 74% 74% 57% 74% 65% N/A 68%
Negative % 26% 26% 43% 26% 35% N/A 32%
Accumulation AuM from CY 1995 to CY 2017 (in billion US$): 48.8
Average per annum (in billion US$): 2.2
Outperforming both relative and real in the same year: 8 35%

 

Note:
Numbers for the current year are preliminary and are subject to change.
(Data from independent Master Record Keeper)