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Asset Class

Investment Returns

(Unit: %, KRW in Billion, as of end-Feb 2022)
Investment Returns list
  2022
(Preliminary)
2021
(Preliminary)
3-Year Average
(2019-2021)
Since Inception
(1988~2021)
Rate Rate Amount Rate Amount Rate Amount
YTD Annulized
Total -3.57 -2.98 10.77 91,214 10.57 236,774 6.76 530,826
Welfare Sector 0.15 0.22 -2.19 -4 -2.08 -10 5.94 600
Financials -3.58 -2.99 10.79 91,212 10.59 236,757 6.72 510,919
Domestic Equity -7.19 -7.19 6.73 10,975 17.55 72,158 8.71 115,082
Global Equity -6.52 -6.52 29.48 58,493 23.24 114,301 14.05 140,443
Domestic Fixed Income -1.64 -0.09 -1.30 -4,345 1.26 11,950 4.04 169,742
Global Fixed Income -1.99 -1.42 7.09 3,722 5.56 6,427 4.75 17,082
Alternatives 1.23 1.23 23.80 22,417 12.28 32,073 10.13 67,660
Short-term Assets 0.33 0.33 1.10 47 0.85 86 3.39 1,617
Others 0.07 0.43 0.46 6 0.71 27 1.45 225
Note
1) All the rates of return (%) in the table above are money weighted.
2) Until a fund management assessment is completed, preliminary estimates are provided.
3) In this table, the mid-year returns for Alternatives are on a pre-fair value basis.
4) The return (investment income) might not add up due to rounding.
5) When calculating a rate of return, the actual investment management fees, including "performance-based fees", are reflected.
6) When calculating mid-year returns, the administrative expenses (internal investment management fees and other indiriect costs) are not deducted. However, they are deducted from the financial assets when calculating an end-year rate of return.

Excess Returns (KRW)

(Unit: %, %p, as of end-Feb 2022)
Benchmarks list
2022(Preliminary) 2021(Preliminary) 3-Year Average(2019~2021)
Actual Excess Actual Excess Actual Excess
Domestic Equity -7.19 0.94 5.88 0.06 17.04 1.20
Global Equity -6.51 -0.30 29.77 -0.87 23.48 0.32
Domestic Fixed Income -1.63 0.00 -1.25 0.07 1.32 0.09
Global Fixed Income -1.97 0.45 7.26 -0.67 6.39 -0.01
※ Benchmark
  • Domestic Equity: KOSPI
  • Global Equity: MSCI All Countries World Index (ex Korea, Unhedget-to-KRW, customized tax rate)
  • Domestic Fixed Income: Customized Index
  • Global Fixed Income: NPS Customized Index(ex KRW)
Note
1) All actual rates of return (%) in the table above are time weighted.
2) Until a fund management assessment is completed, preliminary estimates are provided.
3) When calculating a rate of return, actual investment management fees, including "performance-based fees", are deducted.
4) Administrative expenses (internal management fees and other indirect costs) are not deducted.

Excess Returns (USD)

(Unit: %, %p, as of end-Feb 2022)
Relative Returns (USD)
  2022(Preliminary)
Actual Excess
Global Equity -7.85 -0.63
Global Fixed Income -3.36 0.11
Note
1) Actual rates of return (%) in the table above are time weighted.
2) Until a fund management assessment is completed, preliminary estimates are provided.