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Identifying the top dogs

CalSTRS is one of the world's largest pension funds to publish publicly available data on individual funds. The data though has many shortcomings.

The alpha performersThis data from CalSTRS shows performance of individual international funds expressed as time-weighted returns over one, three and five years, and also in the current quarter. It isn't a perfect source of performance data, but it is publicly available.

Investment Inception Commitment Current Current
name date ($m) ($m) quarter 1 year 3 year 5 year
Aetos Capital Asia Feb-03 100.0 55.3 3.6% 2.8% 18.2% .5%
Aetos Capital Asia TE II Ltd Sep-05 400.0 332.2 1.1% 0.8% N/A N/A
CBRE Strat. Prtrs. Asia Fund II Jul-07 125.0 2.6 (17.2%) N/A N/A N/A
CBRE Strat. Prtrs. Europe Fund III Dec-06 192.4 (2.2) 396.4% N/M N/A N/A
CBRE Strat. Prtrs. UK Fund II Dec-05 81.4 70.5 (1.2%) (14.2%) N/A N/A
CGI Co-Investment Fund Oct-06 50.0 33.7 (1.2%) (25.0%) N/A N/A
Cypress Grove Opportunity Fund Dec-05 100.0 79.2 7.3% 14.0% N/A N/A
DB International Fund 1A Dec-03 350.0 13.0 9.3% 36.5% N/M N/A
DB International Fund 1B Sep-04 88.0 79.4 1.0% 33.7% 36.6% N/A
Fortress Res. Inv. Deutschland Aug-05 250.0 108.6 8.5% (32.3%) N/A N/A
GAGFAH SA Oct-06 79.1 10.5% (26.1%) N/A N/A
Frogmore Real Estate Partners May-06 99.9 19.1 (9.6%) (66.0%) N/A N/A
Heitman European Prop Partners III Aug-05 84.1 69.6 9.2% 28.6% N/A N/A
IL & FS India Realty Fund Apr-06 100.0 80.4 0.0% (6.1%) N/A N/A
JER Europe Fund III Feb-07 300.0 150.3 (12.8%) N/A N/A N/A
Lone Star Fund IV Dec-01 200.0 168.4 (12.9%) 9.9% 37.8% 35.1%
Lone Star Fund V Jan-05 360.0 309.3 2.7% 37.4% 39.5% N/A
Mexico Retail Properties Jun-05 75.0 67.9 (1.3%) (4.1%) N/A N/A
MGP Asia Fund II LP Jul-05 100.0 102.7 2.4% 55.7% N/A N/A
MGP Europe Parallel Fund II LP Oct-05 100.0 79.0 5.6% 23.2% N/A N/A
Moorfeld Real Estate Fund Jun-05 54.3 45.6 (3.3%) (23.7%) N/A N/A
Morgan Stanley RE Fund IV Dec-01 200.0 71.0 4.1% 43.7% 57.2% 46.3%
MSREF Special Situations III Dec-06 412.2 434.6 (3.8%) (1.9%) N/A N/A
MSREF V International LP Oct-05 400.0 376.0 (4.6%) 28.8% N/A N/A
Niam Nordic Investment Fund III Jan-05 89.6 66.9 (5.7%) 25.8% 59.5% N/A
Paladin Latin Amer Investment II Oct-05 83.2 17.7 6.2% 15.6% N/A N/A
PLA Mexico Industrial LP Sep-05 200.0 81.6 5.9% 18.0% N/A N/A
PLA Mexico Residential LP Jun-05 150.0 20.2 4.0% 21.2% N/A N/A
RREEF Global Opportunity Fund II Dec-05 300.0 281.6 0.5% 0.2% N/A N/A
Soros Real Estate Investment Jul-01 75.0 21.5 0.2% (1.4%) 26.7% 25.0%
Warburg Pincus Real Estate Fund Nov-06 100.0 62.3 (2.8%) 7.8% N/A N/A
All CalSTRS international fund investments 6,407.6 3,884.9 (0.5%) 10.6% 31.1% 28.8%