Missouri State Employees' Retirement System, Jefferson City, returned a net 4.3% for the fiscal year ended June 30, an investment report on the $8.2 billion pension fund's website shows.
The return exceeded the policy benchmark return of 2.5%.
For the three, five and 10 years ended June 30, MOSERS returned an annualized net 5.1%, 2.5% and 7.7%, respectively, compared with the respective policy benchmark returns of 3%, 2.9% and 7.4%.
The pension fund returned a net 7.4% for the fiscal year ended June 30, 2018.
Asset class returns and allocations were not immediately available.
Candy Smith, pension fund spokeswoman, could not be reached immediately to provide further information.