Go to the main content Go to the main menu

Contents

Main text

Asset Class

Investment Returns

(Unit: %, KRW in Billion, as of Jul 2020)
Investment Returns list
  2020 Current
(Preliminary)
2019 2017-2019 1988-2019
Since Inception
Rate Rate Amount Rate Amount Rate Amount
YTD Annulized
Total 3.56 3.93 11.31 73,425 5.87 108,752 5.86 367,478
Welfare Sector 0.58 0.62 -1.08 -2 -1.40 -6 6.23 608
Financial Sector 3.56 3.94 11.33 73,413 5.88 108,727 5.78 347,576
Domestic Equity 4.64 4.64 12.58 14,324 5.47 19,159 5.59 57,247
Global Equity 2.42 2.42 30.63 37,360 12.22 40,154 10.08 63,501
Domestic Fixed Income 2.84 3.71 3.61 10,918 3.04 26,553 4.74 168,710
Global Fixed Income 8.64 9.01 11.85 3,278 5.70 4,332 5.14 13,934
Alternatives 4.85 4.85 9.62 7,557 8.76 18,600 8.89 43,144
Short-term Assets 0.78 0.78 1.46 41 1.39 119 3.89 1,572
Others 0.16 0.27 1.11 13 0.90 30 1.64 211
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.

Relative Returns (KRW)

(Unit: %, %p, as of Jul 2020)
Benchmarks list
Current Year
(Preliminary)
FY 2019 FY 2017-2019 (Avg.)
Actual Relative Actual Relative Actual Relative
Domestic Equity 3.98 -0.29 12.46 2.38 5.68 0.84
Global Equity 2.00 0.09 31.64 0.19 11.21 0.33
Domestic Fixed Income 2.77 0.10 3.55 0.06 2.94 0.02
Global Fixed Income 8.84 0.24 12.05 -0.16 5.40 -0.04
※ Benchmark
  • Domestic Equity: KOSPI
  • Global Equity: MSCI All Countries World Index (ex Korea)
  • Domestic Fixed Income: Customized Index
  • Global Fixed Income: NPS Customized Index(ex KRW)
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.

Relative Returns (USD)

(Unit: %, %p, as of Jul 2020)
Relative Returns (USD)
  FY 2020(Preliminary)
Actual Relative
Global Equity -0.87 0.45
Global Fixed Income 5.78 0.63