Missouri State Employees' Retirement System, Jefferson City, returned a net 26.4% for the fiscal year ended June 30, said an investment report on the $9 billion pension fund's website.
The return was above its policy benchmark return of 25.2%.
For the three, five and 10 years ended June 30, MOSERS returned an annualized net 11.5%, 9.1% and 7.3%, respectively, compared with the respective policy benchmark returns of 9.4%, 6.9% and 6.6%.
The pension fund returned a net 5.2% for the fiscal year ended June 30, 2020.
Asset class returns were not immediately available.
As of June 30, MOSERS had a target asset allocation of 21% to global equities; 18% each to Treasury inflation-protected securities and long Treasuries; 11% global private equity; 7% each to core bonds and alternative beta; 4% each to private credit, hedge funds and public real assets; and 3% each to private real assets and commodities.
Candy Smith, spokeswoman for the pension fund, could not be reached immediately to provide further information.