Investor Presentaiton
VESTCOR
Shared Risk Plan for Certain Bargaining Employees of New Brunswick Hospitals Total Fund
Four years and four months ended December 31, 2020
8.
The Total Fund blended benchmark is calculated daily using a blend of the asset class benchmarks, based on the beginning daily weights for the respective
asset classes. Benchmark returns were calculated using the following indices and weights listed below on December 31, 2020. Prior period indices and
benchmark weights are available upon request.
Index
S&P/TSX Composite Total Return Index
MSCI Canada Minimum Volatility Total Return Index, Gross
S&P 500 Total Return Index in $C
MSCI EAFE Total Return Index in $C, Net
Weight (%)
4.18
4.03
5.16
3.03
MSCI USA Minimum Volatility (USD) Total Return Index in $C, Net
4.87
MSCI EAFE Minimum Volatility (USD) Total Return Index in $C, Net
3.02
MSCI Emerging Markets Minimum Volatility (USD) Total Return Index in $C, Net
4.10
Bloomberg Barclays Global High Yield Total Return Index Hedged $C
4.82
MSCI USA IMI REIT Index in $C, Net
FTSE Canada All Government Bond Index
FTSE Canada All Corporate Bond Index
FTSE Canada 91 Day T-Bill Index
One-day Canadian Call Loan Rate
2.77
17.26
19.81
7.36
0.55
4% Real Return*
19.04
*Inflation is defined as the percentage change in the twelve-month average CPI-Canada All Items Index
Effective March 30, 2017, the benchmark for Absolute Return Strategies changed from a 4% Real Return to a blend of the FTSE TMX Canada 91 Day T-bill
Index and the One-day Canadian Call Loan Rate.
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