Main text
Asset Class
Investment Returns
(Unit: %, KRW in Billion, as of end-Feb 2022)| 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.
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)| 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.
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)| 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.
1) Actual rates of return (%) in the table above are time weighted.
2) Until a fund management assessment is completed, preliminary estimates are provided.