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 2018 Report

On December 31, 2018, the market value of the University of Rochester’s Long Term Investment Pool (“LTIP”) was $2.4 billion. Performance for the calendar year was 1.0%, net of all fees and expenses, compared with the benchmark return of -7.2%. Performance of the LTIP also exceeded the benchmark, net annualized, for three, five, ten, and fifteen years, as shown in the attached chart. The chart also shows allocations to, and performance of, the LTIP’s major asset classes.

Full Calendar 2018 Report »

Annualized Performance through Calendar 2018

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

 

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.