Main text
Asset Class
Investment Returns
(Unit: %, KRW in Billion, as of Nov 2019)| 2019 Current (Preliminary) |
2018 | 2016-2018 | 1988-2018 Since Inception |
|||||
|---|---|---|---|---|---|---|---|---|
| Rate | Rate | Amount | Rate | Amount | Rate | Amount | ||
| YTD | Annulized | |||||||
| Total | 9.72 | 9.81 | -0.92 | -5,867 | 3.48 | 59,871 | 5.24 | 294,053 |
| Welfare Sector | 1.08 | 1.09 | -1.52 | -2 | -1.51 | -6 | 6.34 | 610 |
| Financial Sector | 9.74 | 9.83 | -0.93 | -5,876 | 3.49 | 59,853 | 5.11 | 274,162 |
| Domestic Equity | 6.20 | 6.20 | -16.77 | -22,160 | 3.07 | 10,174 | 4.72 | 42,923 |
| Global Equity | 28.95 | 28.95 | -6.19 | -7,050 | 3.79 | 10,604 | 5.15 | 26,141 |
| Domestic Fixed Income | 3.81 | 4.00 | 4.85 | 14,234 | 2.45 | 20,403 | 4.84 | 157,792 |
| Global Fixed Income | 14.08 | 14.15 | 4.21 | 1,021 | 2.77 | 1,953 | 4.37 | 10,656 |
| Alternatives | 6.82 | 6.82 | 11.80 | 8,080 | 8.75 | 16,752 | 8.75 | 35,587 |
| Short-term Assets | 1.46 | 1.46 | 2.43 | 68 | 1.59 | 141 | 4.08 | 1,531 |
| Others | 0.49 | 0.53 | 0.95 | 11 | 0.73 | 24 | 1.69 | 198 |
Note
1) All the rates of return (%) in the table above are money weighted. The YTD and annualized returns for the year are preliminary.
2) In this table, the mid-year returns for Alternatives are on a pre-fair value basis.
3) The return (investment income) might not add up due to rounding.
4) When calculating the rate of return, the actual investment management fees, including "performance-based fees", are reflected.
5) When calculating the mid-year returns, the administrative expenses (internal investment management fees and other indirect costs) are not deducted, but deducted from the financial investments in the end-year rate of return.
1) All the rates of return (%) in the table above are money weighted. The YTD and annualized returns for the year are preliminary.
2) In this table, the mid-year returns for Alternatives are on a pre-fair value basis.
3) The return (investment income) might not add up due to rounding.
4) When calculating the rate of return, the actual investment management fees, including "performance-based fees", are reflected.
5) When calculating the mid-year returns, the administrative expenses (internal investment management fees and other indirect costs) are not deducted, but deducted from the financial investments in the end-year rate of return.
Relative Returns (KRW)
(Unit: %, %p, as of Nov 2019)| Current Year (Preliminary) |
FY 2018 | FY 2016-2018 (Avg.) | ||||
|---|---|---|---|---|---|---|
| Actual | Relative | Actual | Relative | Actual | Relative | |
| Domestic Equity | 6.24 | 1.68 | -16.90 | -1.27 | 3.50 | 0.22 |
| Global Equity | 29.84 | 0.03 | -5.60 | -0.24 | 4.79 | -0.04 |
| Domestic Fixed Income | 3.75 | 0.04 | 4.82 | 0.08 | 2.37 | 0.02 |
| Global Fixed Income | 14.31 | -0.53 | 4.25 | -0.15 | 2.81 | -0.12 |
※ Benchmark
- Domestic Equity: KOSPI
- Global Equity: MSCI All Countries World Index (ex Korea)
- Domestic Fixed Income: NPS Customized Index
- Global Fixed Income: Barclays Global Aggregate Index (ex Korea)
Note
1) When calculating the rate of return, the actual investment management fees, including "performance-based fees", are deducted.
2) The administrative expenses (internal investment management fees and other indirect costs) is not deducted in the rate of return.
1) When calculating the rate of return, the actual investment management fees, including "performance-based fees", are deducted.
2) The administrative expenses (internal investment management fees and other indirect costs) is not deducted in the rate of return.
Relative Returns (USD)
(Unit: %, %p, as of Nov 2019)| FY 2019(Preliminary) | ||
|---|---|---|
| Actual | Relative | |
| Global Equity | 23.11 | 0.48 |
| Global Fixed Income | 8.40 | -0.09 |