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Asset Class

Investment Returns

(Unit: %, KRW in Billion, as of Sep 2021)
Investment Returns list
  2021 Current
(Preliminary)
2020 2018-2020 1988-2020
Since Inception
Rate Rate Amount Rate Amount Rate Amount
YTD Annulized
Total 8.00 8.19 9.70 72,144 6.89 139,701 6.27 439,621
Welfare Sector 0.77 0.79 -2.90 -5 -1.87 -8 6.09 604
Financial Sector 8.02 8.21 9.72 72,141 6.90 139,678 6.21 419,716
Domestic Equity 8.23 8.23 34.89 46,860 10.26 39,024 8.99 104,107
Global Equity 22.66 22.66 10.76 18,448 11.97 48,758 10.23 81,950
Domestic Fixed Income -1.28 -0.82 1.74 5,376 3.37 30,528 4.50 174,087
Global Fixed Income 7.60 7.77 -1.61 -573 4.26 3,726 4.36 13,360
Alternatives 10.12 10.12 2.38 2,108 7.54 17,745 7.89 45,252
Short-term Assets 0.79 0.79 -0.06 -2 1.24 107 3.61 1,570
Others 0.13 0.18 0.63 8 0.89 31 1.55 219
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 Sep 2021)
Benchmarks list
Current Year
(Preliminary)
FY 2020 FY 2018~2020 (Avg.)
Actual Relative Actual Relative Actual Relative
Domestic Equity 7.48 -1.39 34.66 1.21 7.96 0.55
Global Equity 22.88 0.57 10.22 1.41 11.06 0.44
Domestic Fixed Income -1.23 0.05 1.71 0.13 3.35 0.09
Global Fixed Income 7.42 0.06 0.19 0.72 5.39 0.15
※ 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 Sep 2021)
Relative Returns (USD)
  FY 2021(Preliminary)
Actual Relative
Global Equity 12.83 0.41
Global Fixed Income -1.33 -0.02