Virginia Retirement System Sees 12.1% Return for FY 2017

Public, private equities help boost fund to historic high.

The Virginia Retirement System (VRS) posted a 12.1% return, net of fees, for fiscal year 2017, beating both the 11.8% policy benchmark and the 7% assumed rate of return, bringing the fund to a milestone $74 billion in assets.

For the period ending June 30, 2017, private and public equities—which consisted of $30.7 billion and $6.5 billion of the portfolio—returned 20.6% and 17.7%, respectively.

Real assets ($9.4 billion), returned 10.8%, followed by credit strategies ($13.1 billion) at 10.1%. The $1.8 billion strategic opportunities portfolio raked in 8.2% and fixed income ($12.4 billion) polished off the returns at 0.5%.

“In fiscal year 2017, most markets delivered robust returns,” the fund’s CIO, Ronald D. Schmitz, said in a statement. “However, we know market environments vary from year to year, and we will see returns above and below the 7% assumed rate of return. As a long-term investor, VRS focuses more closely on returns over 10-, 20- and 25-year periods and has exceeded the policy benchmarks for those periods, ending June 30, 2017.”

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VRS paid out roughly $4.5 billion in benefits to more than 199,000 retirees and beneficiaries in FY 2017.

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