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Asset Class

Investment Returns

(Unit: %, KRW in Billion, as of Sep 2019)
Investment Returns list
  2019 Current
(Preliminary)
2018 2016-2018 1988-2018
Since Inception
Rate Rate Amount Rate Amount Rate Amount
YTD Annulized
Total 8.92 9.19 -0.92 -5,867 3.48 59,871 5.24 294,053
Welfare Sector 0.89 0.92 -1.52 -2 -1.51 -6 6.34 610
Financial Sector 8.93 9.21 -0.93 -5,876 3.49 59,853 5.11 274,162
Domestic Equity 5.08 5.08 -16.77 -22,160 3.07 10,174 4.72 42,923
Global Equity 24.10 24.10 -6.19 -7,050 3.79 10,604 5.15 26,141
Domestic Fixed Income 4.27 4.84 4.85 14,234 2.45 20,403 4.84 157,792
Global Fixed Income 16.47 16.68 4.21 1,021 2.77 1,953 4.37 10,656
Alternatives 6.87 6.87 11.80 8,080 8.75 16,752 8.75 35,587
Short-term Assets 1.85 1.85 2.43 68 1.59 141 4.08 1,531
Others 0.41 0.55 0.95 11 0.73 24 1.69 198
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 2019)
Benchmarks list
Current Year
(Preliminary)
FY 2018 FY 2016-2018 (Avg.)
Actual Relative Actual Relative Actual Relative
Domestic Equity 5.09 1.97 -16.90 -1.27 3.50 0.22
Global Equity 24.86 0.00 -5.60 -0.24 4.79 -0.04
Domestic Fixed Income 4.19 0.04 4.82 0.08 2.37 0.02
Global Fixed Income 16.68 0.06 4.25 -0.15 2.81 -0.12
※ Benchmark
  • Domestic Equity: KOSPI
  • Global Equity: MSCI All Countries World Index (ex Korea)
  • Domestic Fixed Income: NPS Customized Index
  • Global Fixed Income: Barclays Global Aggregate Index (ex Korea)
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 2019)
Relative Returns (USD)
  FY 2019(Preliminary)
Actual Relative
Global Equity 16.22 -0.26
Global Fixed Income 8.63 -0.17