12
Source: Private Equity and Venture Capital are time weighted returns from Burgiss. Hedge funds: HRFI Fund Weighted Composite. Transport returns
are derived from a J.P. Morgan Asset Management index. U.S. Core RE: NCREIF Property Index – Open End Diversified Core Equity component.
Europe Core Real Estate: MSCI Global Property Fund Index – Continental Europe. Asia Pacific (APAC) Core Real Estate: MSCI Global Property
Fund Index – Asia-Pacific. Direct Lending: Cliffwater Direct Lending Index. Global infrastructure (Infra.): MSCI Global Quarterly Infrastructure Asset
Index (equal-weighted blend). The “Asset Allocation” portfolio assumes an evenly weighted portfolio consisting of the above alternatives. Annualized
return (Ann.) and volatility (Vol.) represents the period from 12/31/2010 to 12/31/2020.
Data is based on availability as of August 31, 2021.
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 1Q21
Ann. Vol.
.
U.S. Core
RE
Private
Equity
Ve nture
Ca pital
Ve nture
Ca pital
Transport Infra.
Private
Equity
Ve nture
Ca pital
Ve nture
Ca pital
Ve nture
Ca pital
Ve nture
Ca pital
Ve nture
Ca pital
Ve nture
Ca pital
16.0% 14.2% 25 .9% 25.8% 21.0% 15.3% 2 2.7% 20.6% 19.0% 5 5.3% 12.4% 18.9% 10.2%
Infra.
Direct
Lending
Private
Equity
Infra. Infra.
Private
Equity
Ve nture
Ca pital
Infra.
Private
Equity
Private
Equity
Transport
Private
Equity
Private
Equity
15.5% 14.0% 19.6% 15 .5% 18 .0% 11.9% 14.6% 12.3% 17.0% 2 2.8% 10.4% 14.2% 7.9%
Transport Infra. Transport
Europe Core
RE
U.S. Core
RE
Direct
Lending
Infra.
Europe Core
RE
Infra.
Asse t
Allocation
Private
Equity
Infra.
He dge
Funds
14.9% 13.3% 18.9% 13 .4% 15 .0% 11.2% 13.1% 9.5% 12.6% 11.9% 6.4% 12 .9% 7.7%
Ve nture
Ca pital
U.S. Core
RE
U.S. Core
RE
U.S. Core
RE
Ve nture
Ca pital
APAC Core
RE
APAC Core
RE
APAC Core
RE
Asse t
Allocation
He dge
Funds
He dge
Funds
Transport Transport
12.0% 10.9% 13.9% 12 .5% 14 .8% 11.1% 12.9% 9.4% 10.5% 11.8% 5.8 % 11.1% 5.8%
Direct
Lending
Asse t
Allocation
Asse t
Allocation
Asse t
Allocation
Europe Core
RE
U.S. Core
RE
Asse t
Allocation
Private
Equity
He dge
Funds
Transport
Asse t
Allocation
Asse t
Allocation
Infra.
9.8% 9.1% 13.9% 12.1% 13.5 % 8.8% 12 .0% 9.1% 10.4% 7.8% 5.1% 10.8 % 3.9%
APAC Core
RE
APAC Core
RE
Direct
Lending
Private
Equity
APAC Core
RE
Asse t
Allocation
Transport
Asse t
Allocation
Europe Core
RE
Direct
Lending
Direct
Lending
U.S. Core
RE
Direct
Lending
9.2% 8.0 % 12.7 % 10.0 % 12.8 % 8 .7% 10 .8% 9 .0% 9.1% 5.5 % 3 .2% 9 .9% 3.0%
Asse t
Allocation
Ve nture
Ca pital
Infra. Transport
Asse t
Allocation
Transport
Europe Core
RE
U.S. Core
RE
Direct
Lending
Europe Core
RE
Europe Core
RE
Direct
Lending
Asse t
Allocation
9.2% 7.5 % 12.7 % 9 .9% 12.1% 8.5 % 8 .8% 8.3% 9.0 % 2 .8% 2.2% 9.4% 3.0%
Private
Equity
He dge
Funds
He dge
Funds
Direct
Lending
Private
Equity
He dge
Funds
Direct
Lending
Transport
APAC Core
RE
Infra. Infra .
APAC Core
RE
APAC Core
RE
7.3% 6.4 % 9 .1% 9.6% 9.2% 5.4 % 8.6% 8.2 % 6 .0% 2.0% 2.2 % 8.4% 2.5%
Europe Core
RE
Transport
APAC Core
RE
APAC Core
RE
Direct
Lending
Europe Core
RE
He dge
Funds
Direct
Lending
Transport
U.S. Core
RE
U.S. Core
RE
Europe Core
RE
Europe Core
RE
3.8% 6.1% 8.2% 9.1% 5.5% 4.8 % 8 .6% 8.1% 5.7 % 1.2% 2.1% 7.0 % 2 .5%
He dge
Funds
Europe Core
RE
Europe Core
RE
He dge
Funds
He dge
Funds
Ve nture
Ca pital
U.S. Core
RE
He dge
Funds
U.S. Core
RE
APAC Core
RE
APAC Core
RE
He dge
Funds
U.S. Core
RE
- 5.3% 1.1% 4.1% 3 .0% - 1.1% 1.1% 7.6 % - 4.7% 5.3 % - 1.7 % 1.7% 4.2% 2.3 %
2011-2020
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