COOK COUNTY PENSION FUND 2011 INVESTMENT RETURNS          REPORT       Presented to the Finance Sub-Committee on Pensions ...
Cook County Pension Fund                                        Investment Returns 1981-20112    40.00%    30.00%         ...
Cook County Pension Fund                   Investment Returns 5 Year Averages3                 18.00%                 16.0...
Illinois Pension Fund Investment Returns4                                                   Market Value    Illinois Funds...
Other Public Sector and Private Sector                               Investment Returns5Other Public DB                   ...
National Trends                                                Investment Returns6                                        ...
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Commissioner Bridget Gainer - Cook County Pension Fund 2011 Investment Returns report

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Commissioner Bridget Gainer - Cook County Pension Fund 2011 Investment Returns report

  1. 1. COOK COUNTY PENSION FUND 2011 INVESTMENT RETURNS REPORT Presented to the Finance Sub-Committee on Pensions May 14, 2012 Commissioner Bridget Gainer, Chair
  2. 2. Cook County Pension Fund Investment Returns 1981-20112 40.00% 30.00% Average Return 20.00% 1 year: 1.2% 5 years: 2.71% 10 years: 4.42% 10.00% 15 years: 6.13% 20 years: 6.97% 0.00% 25 years: 7.67% 81 83 85 87 89 91 93 95 97 99 01 03 05 07 09 11 30 years: 9.32% 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20 -10.00% Investment Returns Assumed Return -20.00% -30.00%
  3. 3. Cook County Pension Fund Investment Returns 5 Year Averages3 18.00% 16.00% 14.00% 12.00% 10.00% 8.00% 6.00% 4.00% 2.00% 0.00% 1982-1986 1987-1991 1992-1996 1997-2001 2002-2006 2007-2011 5 Year Average Return 17.79% 10.63% 9.48% 8.48% 7.20% 2.71%
  4. 4. Illinois Pension Fund Investment Returns4 Market Value Illinois Funds Fiscal Year Return Rate Source Document Cook County Jan 1, 2011 - Dec 31, 2011 1.20% 2011 Cook County Financial Report by Legacy Municipal Fund Jan 1, 2011 - Dec 31, 2011 0% http://www.meabf.org/publications/2011_Audited_Financial_Report.pdf http://www.imrf.org/portal/index.php?option=com_content&view=category&lay IMRF Jan 1, 2011 - Dec 31, 2011 -0.50% out=blog&id=49&Itemid=127 Chicago Fire Jan 1, 2011 - Dec, 31, 2011 -2.60% http://www.fabf.org/PDF_Files/FundInvestments/12-31-11.pdf Chicago http://www.chipabf.org/ChicagoPolicePension/PDF/Investments/Performance. Police Jan 1, 2011 - Dec, 31, 2011 1.10% pdf Chicago Park District Jan 1, 2011 - Dec, 31, 2011 2.10% http://www.chicagoparkpension.org/Chicago_Park_4Q2011.pdf MWRD Jan 1, 2011 - Dec, 31, 2011 -0.29% http://mwrdrf.org/financial-and-investment-related/performance-and-allocation
  5. 5. Other Public Sector and Private Sector Investment Returns5Other Public DB Market Value Funds Fiscal Year Return Rate Source Document Florida RS Jan 1, 2011 - Dec, 31, 2011 -0.50% https://www.rol.frs.state.fl.us/forms/2010-11_Annual_Report.pdfOrange County, http://inlandpolitics.com/blog/2012/02/04/ocregister-2011-investment-returns- CA Jan 1, 2011 - Dec, 31, 2011 0.74% falter-for-oc-public-pension-plan/ State of NJ PublicEmployees RS Jan 1, 2011 - Dec, 31, 2011 1.70% http://www.state.nj.us/treasury/pensions/annrpt2011/pers11.pdfCalifornia State Teachers Jan 1, 2011 - Dec, 31, 2011 2.30% http://www.pionline.com/article/20120206/PRINTSUB/302069970 North Carolina RS Jan 1, 2011 - Dec, 31, 2011 2.12% http://www.pionline.com/article/20120206/PRINTSUB/302069970 Market Value Private Funds Fiscal Year Return Rate Source Document Boeing Jan 1, 2011 - Dec, 31, 2011 8.40% http://www.boeing.com/companyoffices/financial/2011q4/2011q4.pdf AT&T Jan 1, 2011 - Dec, 31, 2011 4.70% http://www.att.com/Common/about_us/files/pdf/ar2011_annual_report.pdfGeneral Electric Jan 1, 2011 - Dec, 31, 2011 0.20% http://www.ge.com/ar2011/pdf/GE_AR11_EntireReport.pdf http://www.lockheedmartin.com/content/dam/lockheed/data/corporate/documenLockheed Martin Jan 1, 2011 - Dec, 31, 2011 5.32% ts/2011-Annual-report.pdfGeneral Motors Jan 1, 2011 - Dec. 31, 2011 11.10% http://www.pionline.com/article/20120216/DAILYREG/120219920
  6. 6. National Trends Investment Returns6 Market Value Type of Fund Fiscal Year Return Rate Source Document Public Sector Funds: BNY Mellon Asset Jan 1, 2011 - Dec, 31, Servicing 2011 1.36% http://www.pionline.com/article/20120123/PRINTSUB/301239970 S&P 500: DB Plans: Jan 1, 2011 - Dec, 31, http://www.pionline.com/article/20120404/DAILYREG/120409936/wilshire- Wilshire 2011 3.80% sp-500-pension-plans-take-funding-hit-in-2011 U.S. Corporate Plans: Jan 1, 2011 - Dec, 31, http://www.pionline.com/article/20120213/DAILYREG/120219969/towers- Towers Watson 2011 2.40% watson-corporate-plans-funding-takes-hit-globally-in-2011 Average Corporate DC Jan 1, 2011 - Dec, 31, Plan: Callan 2011 -1.10% Average Corporate DB Jan 1, 2011 - Dec, 31, http://www.pionline.com/article/20120314/DAILYREG/120319945/average- Plan: Callan 2011 2.90% dc-plan-returns-up-in-4th-quarter-down-for-2011 US Corporate Pension Plan Survey: Jan 1, 2011 - Dec, 31, http://www.pionline.com/article/20120109/DAILYREG/120109930/blackrock Blackrock 2011 4% -report-2011-a-down-year-for-us-corporate-pension-plan-funding 6

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