State of Wisconsin Investment Board, Madison, announced a preliminary net return of 16.9% for the year ended Dec. 31 for the Wisconsin Retirement System's $136 billion core trust fund, SWIB spokeswoman Vicki Hearing said in an email.
The pension fund's annualized net returns for the five and 10 years ended Dec. 31 were 12.5% and 10.1%, respectively, above their respective benchmarks of 10.3% and 8.1%.
The core trust fund topped its benchmarks for all three periods, Ms. Hearing said. The exact benchmark returns were not provided.
WRS' core trust fund returned a net 15.2% for the year ended Dec. 31, 2020.
Asset class returns and their associated benchmark returns were not provided.
Actual allocation information as of Dec. 31 was not available. The actual allocation as of Sept. 30 was 49.6% public equities, 25.2% public fixed income, 12.8% private equity/debt, 6.9% real estate, 3.4% multiasset strategies, 2.9% inflation-sensitive assets, and -0.8% cash and overlay.
SWIB oversees a total of $165.6 billion in total assets for state retirement plans and other asset pools.
Ms. Hearing could not be immediately reached for further information.
