Pennsylvania Public School Employees’ Retirement System, Harrisburg, returned 14.59% for the year ended June 30.
Private equity had the strongest one-year returns for the $45.9 billion system, returning 22.39% for the year, according to a news release.
U.S. fixed income ranked second, at 21.43%, followed by U.S. equities at 18.29%; absolute return, 15.60%; non-U.S. equities, 15.07%; global fixed income, 14.43% and commodities, 5.93%.
Real estate was the only asset class to post a negative return at -10.30% for the year ended June 30.
Spokeswoman Evelyn Tatkovski was not available.