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% |