Presentation to Vermont Pension Investment Committee
Volatility Analysis: Private Asset-Focused Investments
The strategy has exhibited consistent positive performance regardless of broader market fluctuations
14%
12%
10%
8%
6%
4%
2%
0%
-2%
-4%
-6%
-8%
-10%
-12%
-14%
Jan-16
1.29%
Lake and
Feb-16
Oil Shock
1.15%
Mar-16
Portfolio
0.80%
Apr-16
0.91%
Monthly Return Performance in Times of Market Volatility
Liquidity/Rates Shock
May-16
Confidential - Not for Publication or Distribution
1.00%
Jun-16
S&P500
1.61%
of paytadanes
Oct-18
0.94%
CSLLI
Nov-18
➡ 1.08%
22
Dec-18
➡0.91%
■HOAO
Jan-19
1.11%
Feb-19
☐ 0.81%
Mar-19
■COAO
1.26%
Mar-20
All investments involve risk, including loss of principal. Past performance is not indicative of future results. Please refer to slide 34 for index definitions and an important
index disclosure.
-2.72%
COVID Shock
JUL
Apr-20
0.82%
Barc ABS Index
May-20
0.94%
Jun-20
2.76%
ØARESView entire presentation