Kentucky Retirement Systems, Frankfort, returned 15.81% on its investments for its fiscal year ended June 30, confirmed Brent Aldridge, interim chief investment officer.
The system beat its benchmark return of 13.16%, ending fiscal year 2010 with $12.8 billion, Mr. Aldridge said.
Alternatives returned 26.75% vs. the 20.15% benchmark; domestic equity, 16.9% vs. 16.18%; international equity, 12.07% vs. 10.97%; fixed income, 11.8% vs. 9.52%; absolute return, -1.42% vs. 1.98%; and real estate, -2.92% vs. -9.6%.
