Ohio School Employees Retirement System, Columbus, returned 20.9% in the fiscal year ended June 30, according to a news release.
All of the $10.6 billion system's asset classes outperformed their benchmarks according to the release, with U.S. equity leading at 33.8%, followed by non-U.S. equity at 25.7% and real estate at 25.2%.
The system's actual allocation as of May 31 was U.S. equity, 25.9%; non-U.S. equity, 25.4%; global fixed income, 17.4%; global hedge funds, 12.7%; global real estate, 9.1%; global private equity, 7%; and cash, 2.5%.
The system returned 12.3% in the previous fiscal year.
System spokesman Tim Barbour was unable to provide further information.
