Performance Reports

Long Term Investment Pool

Fiscal 2018 Report

The market value of the University of Rochester’s Long Term Investment Pool (“LTIP”) as of June 30, 2018 was $2.5 billion.  Performance for the year was 10.0%, net of all fees and expenses, compared with the benchmark return of 8.6%.  Performance of the LTIP has exceeded the benchmark, net annualized, for five, ten, and fifteen year periods.  Performance was slightly below the benchmark, net annualized, for the three year period.

Full Fiscal 2018 Report »

Annualized Performance through Fiscal 2018
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
FY 2018 Rochester 10.0 6.8 8.6 6.3
Benchmark 8.6 7.0 8.1 6.0
Calendar 2017 Report

The market value of the University of Rochester Long-Term Investment Pool (“LTIP”) as of December 31, 2017 was $2.5 billion.  Performance for the year was 15.9%, net of all fees and expenses, compared with the benchmark return of 19.0%.  Performance of the LTIP slightly lagged the benchmark, net annualized, for the five year period and lagged by 1.2% annualized for three years, primarily due to lower returns of hedge funds.  Ten year LTIP performance of 5.6% (net annualized) is 0.5% above the 5.1% annual return on the benchmark.  Fiscal 2009 performance of -19.8%, arising from the global financial crisis significantly impacted the ten year return.nt. Full Calendar 2017 Report »

Annualized Performance as of December 31
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
CY 2017 Rochester 15.9 6.7 9.0 5.6
Benchmark 19.0 7.9 9.1 5.1

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.