Performance Reports

2022 Endowment Update

2022 Annual Endowment and Investment Review

Long Term Investment Pool

Fiscal 2021 Report

On June 30, 2021, the market value of the University of Rochester’s Long Term Investment Pool (“LTIP”) was $3.7 billion. Performance for the fiscal year was 41.7%, net of all fees and expenses, compared with the benchmark return of 30.7%. Performance of the LTIP exceeded the benchmark, net annualized, for three, five, and ten years.

Full Fiscal 2021 Report »

Annualized Performance through Fiscal 2021

1 year 3 year 5 year 10 year
FY 2008 Rochester (0.1) 10.8 12.4
Benchmark (7.5) 6.8 9.6
FY 2009 Rochester (19.8) (1.5) 4.2
Benchmark (21.1) (4.6) 1.0
FY 2010 Rochester 12.1 (3.5) 4.1
Benchmark 14.0 (5.9) 1.9
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
FY 2019 Rochester 6.3 10.2 6.2 9.4
Benchmark 5.7 9.6 5.5 9.1
FY 2020 Rochester 3.7 6.6 6.1 8.5
Benchmark 2.9 5.7 5.9 8.0
FY 2021 Rochester 41.7 16.0 14.4 10.5
Benchmark 30.7 12.5 12.1 8.6

Calendar 2021 Report

On December 31, 2021, the market value of the University of Rochester’s Long Term Investment Pool (“LTIP”) was $3.6 billion. Performance for the calendar year was 22.9%, net of all fees and expenses, compared with the benchmark return of 14.5%. Fiscal year-to-date performance excludes approximately 37% of the LTIP investment in partnerships. December 31, 2021 valuations on partnerships are “lagged” and will be included in the March 31, 2022 quarterly performance. Performance of the LTIP exceeded the benchmark, net annualized, for one, three, five, and ten years.

Full Calendar 2021 Report »

Annualized Performance through Calendar 2021

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
CY 2018 Rochester 1.0 7.0 6.0 8.4
Benchmark (7.2) 5.8 4.1 8.4
CY 2019 Rochester 13.7 10.0 6.9 8.6
Benchmark 21.9 10.4 7.3 8.0
CY 2020 Rochester 14.2 9.5 9.7 8.9
Benchmark 14.1 8.9 10.5 8.1
CY 2021 Rochester 22.9 16.9 13.4 10.7
Benchmark 14.5 16.8 12.0 10.0

 

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.