Oklahoma Public Employees Retirement System, Oklahoma City, returned 18% for the fiscal year ended June 30, outperforming the policy benchmark by 73 basis points, said Tom Spencer, executive director for the $8.6 billion pension fund, in an e-mail.
The top performer was domestic equity, which returned 25.6%, exceeding its policy benchmark; followed by international equity at 21.9%, just shy of its benchmark; and fixed income at 5.1%, also exceeding the benchmark.
As of June 30, the pension fund has 45.5% in domestic equity, 29.5% in fixed income and about 25% international equity.
Longer term, the pension returned a compound annualized 10.6% for the three years ended June 30, 13.3% for five years and 7.7% for 10 years.
