Performance Reports

Long Term Investment Pool

EndMarketValue15
Fiscal 2017 Report

The market value of the LTIP as of June 30, 2017 was $2.3 billion. Performance for the year was 14.3%, net of all fees and expenses, compared with the benchmark return of 14.8%. Performance of the LTIP has exceeded the benchmark, net annualized, for three, five, and ten year periods. Ten year LTIP performance of 5.3% net annualized is 1.0% above the 4.3% annual return on the benchmark. While this result is below the expected 8% long-term return from the LTIP, outperformance versus the benchmark is significant. Full Fiscal 2017 Report »

Annualized Performance through Fiscal 2017
1 Year 3 Year 5 Year 10 Year
FY 2008 Rochester (0.1) 10.8 12.4 9.1
Benchmark (7.5) 6.8 9.6 3.4
FY 2009 Rochester (19.8) (1.5) 4.2 5.7
Benchmark (21.1) (4.6) 1.0 0.9
FY 2010 Rochester 12.1 (3.5) 4.1 5.1
Benchmark 14.0 (5.9) 1.9 1.3
FY 2011 Rochester 17.7 1.9 4.8 6.6
Benchmark 23.3 3.5 1.0 4.8
FY 2012 Rochester 3.2 10.9 1.8 7.4
Benchmark (3.5) 10.7 (0.2) 5.6
FY 2013 Rochester 12.0 10.8 4.1 8.2
Benchmark 12.9 10.4 3.9 6.7
FY 2014 Rochester 18.7 11.2 12.6 8.3
Benchmark 19.1 9.1 12.8 6.7
FY 2015 Rochester 4.3 11.5 11.0 7.5
Benchmark 1.0 10.8 10.1 5.9
FY 2016 Rochester (3.1) 6.3 6.8 5.8
Benchmark (1.7) 5.8 5.2 4.6
FY 2017 Rochester 14.3 4.9 9.0 5.3
Benchmark 14.8 4.5 8.9 4.3
Calendar 2016 Report

The market value of the LTIP as of December 31, 2016 was $2.2 billion. Performance for the year was 4.5%, net of all fees and expenses, compared with the benchmark return of 7.3%. Performance of the LTIP has exceeded the benchmark, net annualized, for three, five and ten year periods. Ten year LTIP performance of 5.2% (net annualized) is 1.2% above the 4.0% annual return on the benchmark. Full Calendar 2016 Report »

Annualized Performance through Calendar 2016
1 Year 3 Year 5 Year 10 Year
CY 2008 Rochester (22.2) (0.1) 5.1
Benchmark (31.1) (5.3) 0.4
CY 2009 Rochester 11.6 (1.0) 4.7
Benchmark 26.6 (2.4) 2.9
CY 2010 Rochester 11.6 (1.0) 4.5 6.0
Benchmark 12.9 (0.9) 4.0 3.7
CY 2011 Rochester 3.6 8.9 2.4 6.5
Benchmark (4.2) 11.0 0.1 4.4
CY 2012 Rochester 12.0 9.0 2.4 8.4
Benchmark 13.8 7.2 1.2 7.3
CY 2013 Rochester 15.7 10.3 10.8 7.9
Benchmark 17.5 8.6 12.9 6.5
CY 2014 Rochester 9.2 12.3 10.4 7.5
Benchmark 4.6 11.8 8.6 5.7
CY 2015 Rochester 0.3 8.2 8.0 6.2
Benchmark (1.6) 6.5 5.7 4.8
CY 2016 Rochester 4.5 4.6 8.2 5.2
Benchmark 7.3 3.4 8.1 4.0

Additional endowment information may be found on our Endowment At A Glance page. We also archive our annual performance reports on our Investment Report Archives page.