Financial

Global Tactical Asset Allocation (GTAA)

Unaudited Quarterly Summary as of 12/31/2016
Total Market Value: $236.3 million
2.00% of OPERS HC Fund
Quarter Return: 1.56%
Benchmark Return: -0.83%
Year To Date Return: 6.58%
Benchmark Return: 5.77%

Global Tactical Asset Allocation, or GTAA, is a top-down investment strategy that attempts to exploit short-term mis-pricings among a global set of assets. GTAA has a targeted strategic allocation of 2 percent in the Health Care Fund.