The Church Pension Fund (Episcopal), New York, returned an annualized net 8.7% in the three years ended March 31, spokesman C. Curtis Ritter confirmed in an email.
The return exceeded its three-year benchmark of 7.9%, according to the report. For the five and 10 years ended March 31, the pension returned an annualized net 7% and 10.2%, respectively, above their respective benchmarks of 5.4% and 9.5%.
The pension fund did not provide return information for the fiscal year ended March 31. Mr. Ritter would not provide further information.
As of March 31, the actual allocation was 28.6% global equities, 26.4% global fixed income, 17.1% private equity, 15.8% specialized strategies, 9.2% real estate, 2.7% private specialty strategies and 0.2% cash.