Market Data

Select proxy instruments and review performance data for each asset class

Synthetic

14 asset classes

Equity

U.S. Large CapS&P 500

6.1% ret15.1% volEquity

U.S. Mid CapS&P MidCap 400

6.5% ret17.0% volEquity

U.S. Small CapS&P 600 Small Cap

7.0% ret20.0% volEquity

Developed Intl - Large CapMSCI EAFE

5.9% ret16.5% volEquity

Emerging MarketsMSCI Emerging Markets

8.5% ret20.8% volEquity

Fixed Income

Taxable Fixed IncomeBloomberg US Intermediate Govt

2.3% ret3.4% volFixed Income

Tax Exempt Fixed IncomeBloomberg Municipal Bond

1.9% ret3.7% volFixed Income

High YieldMerrill Lynch High Yield Master II

4.5% ret8.4% volFixed Income

EM Fixed IncomeBloomberg Global Aggregate Ex USD

5.3% ret7.9% volFixed Income

Alternatives

L/S HedgeHFRI Equity Hedge Index

5.0% ret8.0% volAlternatives

Absolute ReturnHFRX Global Hedge Fund Index

4.0% ret5.0% volAlternatives

Private EquityBlend - Balanced Products

8.2% ret17.8% volAlternatives

CommoditiesS&P GSCI

2.1% ret14.2% volAlternatives

Cash

CashBofAML US Treasury Bill 3 Mon

2.0% ret0.5% volCash