CalPERS reduces total tracking error
CalPERS has reduced its total fund tracking error from 2.17 per cent to 1.94 per cent in the quarter to June 30, but it still sits above the budgeted 1.5 per cent.
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DiNapoli’s first snag at NY State fund as markets sour again
After three tumultuous years of reforms including a raft of new policies and procedures at the third-largest pension fund in the US, culminating in a 25.9 per cent return last year, Thomas DiNapoli, the New York State Comptroller, has hit a snag in the last quarter.
CalPERS looks for risk managers in fixed income
Introducing specialist risk management professionals within the fixed-income team is one of Wilshire Consulting’s recommendations to CalPERS following its review of the internal team, investment process and resources.
New master custody services part of CalPERS’ master plan
Requests For Proposals (RFPs) for a master custodian and a replacement risk management system are priorities for CalPERS as it undertakes a systems and controls strategic initiative this financial year.
CalPERS’ effect persists: Wilshire analyses focus list performance
CalPERS will review all elements to the methodology of its successful focus list in the coming months, as the latest study by Wilshire shows companies on CalPERS’ radar over the past 23 years have had a total return turnaround of 32.5 per cent on average.
CalPERS’ search for a new asset allocation strategy
The fund has embarked on an asset allocation review that is more like a total engine makeover, one of the most important activities in the fund's history.
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