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Asset Class

Investment Returns

(Unit: %, KRW in Billion, as of Jan 2021)
Investment Returns list
  2021 Current
(Preliminary)
2020(Preliminary) 2019-2021 Current 1988-2021 Current
Since Inception
Rate Rate Amount Rate Amount Rate Amount
YTD Annulized
Total 2.35 3.03 9.70 72,144 7.69 170,604 5.93 464,567
Welfare Sector 0.01 0.09 -2.90 -5 -1.30 -6 5.99 604
Financial Sector 2.36 3.03 9.72 72,141 7.70 17,059 5.87 44,475
Domestic Equity 5.24 5.24 34.89 46,860 16.65 70,294 8.50 113,217
Global Equity 3.98 3.98 10.76 18,448 13.06 63,488 9.02 89,630
Domestic Fixed Income 0.01 1.73 1.74 5,376 2.34 21,791 4.29 179,583
Global Fixed Income 2.01 2.30 -1.61 -573 3.45 3,753 4.09 14,409
Alternatives 1.86 1.86 2.38 2,108 4.41 11,356 7.07 46,944
Short-term Assets 0.21 0.21 -0.06 -2 0.51 46 3.38 1,577
Others 0.01 0.16 0.63 8 0.61 23 1.43 221
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 Jan 2021)
Benchmarks list
Current Year
(Preliminary)
FY 2020(Preliminary) FY 2019-2021 Current(Avg.)
Actual Relative Actual Relative Actual Relative
Domestic Equity 5.06 0.64 34.66 1.21 16.74 1.41
Global Equity 3.99 -0.41 10.22 1.41 14.70 0.40
Domestic Fixed Income 0.01 0.02 1.71 0.13 1.75 0.07
Global Fixed Income 1.96 -0.65 0.19 0.72 4.61 -0.02
※ 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 Jan 2021)
Relative Returns (USD)
  FY 2021(Preliminary)
Actual Relative
Global Equity 1.51 0.21
Global Fixed Income -0.46 -0.03