Wyoming Retirement System, Cheyenne, returned a net 27.3% for the year ended June 30, above its strategic benchmark return of 25.7%, CIO Sam Masoudi disclosed at a board meeting Wednesday.
For the three, five and 10 years ended June 30, the $10.4 billion pension fund returned an annualized net 11.8%, 11.2% and 8.1%, respectively, above the respective benchmarks of 10.2%, 10.3% and 7.7%.
Asset class returns were not provided in Mr. Masoudi's presentation. The pension fund's fiscal year ends Dec. 31.
As of Aug. 31, the pension fund's actual allocation was 45% total equities, 20.3% total fixed income, 17.9% marketable alternatives, 9.9% private real assets, 4% cash and the remainder in gold, according to Mr. Masoudi's presentation.
Mr. Masoudi could not be immediately reached for further information.