Calendar Year Performance

INVESTMENTS AT A GLANCE

Calendar Year Performance Analysis

(As of 31 December 2019)

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 18.2
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 -8.2
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 13.3 0.5 10.4 6.9 29.7 3.4 12.8
2005 7.5 6.6 0.9 4.0 0.5 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 -25.0 28.5 31.3 -10.4 -25.0
2009 20.2 20.6 -0.4 17.5 14.0 37.5 6.2 20.0
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 -1.0 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 9.7 17.8
2018 -4.7 -4.9 0.2 -6.6 -10.1 60.8 -3.4 -5.3
2019 18.7 19.6 -0.9 16.4 12.9 72.0 11.2 18.4
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 8.3 7.9 0.4 6.1 2.6 2.4 7.3
Median 12.1 11.3 0.1 8.8 5.3 2.8 10.9
SD 11.8 11.9 1.7 11.5 11.5 4.5 11.8
MAX 24.8 25.0 5.2 22.9 19.4 11.2 24.1
MIN -24.9 -26.4 -2.6 -25.0 -28.5 -10.4 -25.0
Positive 18 18 14 18 16 N/A 16.0
Negative 7 7 11 7 9 N/A 8.0
Positive % 72% 72% 56% 72% 64% N/A 67%
Negative % 28% 28% 44% 28% 36% N/A 33%
Accumulation AuM from CY 1995 to CY 2019 (in billion US$): 56.63
Average per annum (in billion US$): 2.4
Outperforming both relative and real in the same year: 8 32%

Note:
Quarterly returns for this period are not included in the annual statistics and are preliminary numbers for the plan and index.
(Data from independent Master Record Keeper)