Financial

Risk Parity

Unaudited Quarterly Summary as of 9/30/2016
Total Market Value: $4.0 billion
5.10% of OPERS DB Fund
Quarter Return: 3.45%
Benchmark Return: 2.35%
Year To Date Return: 18.93%
Benchmark Return: 6.30%

Risk Parity is an alternative approach to investment portfolio management which focuses on allocation of risk rather than allocation of capital. Risk Parity has a targeted strategic allocation of 5 percent in the Defined Benefit Fund.