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Historical Return on Investment
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The rates of return shown below represent the change in asset value for the retirement funds managed by the Washington State Investment
Board as the Commingled Trust Fund (CTF).
Rates of return for years prior to 1982 are simulated based on the fund's 2004 asset
allocation strategy and the historical performance of selected economic indicators. See
Table B
for more information. Rates of return for 1993 and beyond have been restated to match the Washington State
Investment Board's (WSIB) reported returns.
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Investment Returns of the Commingled Trust Funds1 |
|
Year |
ROR |
Year |
ROR |
Year |
ROR |
|
1926 |
8.19% |
1956 |
1.45% |
1986 |
26.90% |
|
1927 |
24.03% |
1957 |
-4.44% |
1987 |
16.90% |
|
1928 |
27.35% |
1958 |
29.44% |
1988 |
4.20% |
|
1929 |
-11.37% |
1959 |
7.69% |
1989 |
13.50% |
|
1930 |
-15.60% |
1960 |
3.88% |
1990 |
8.30% |
|
1931 |
-29.72% |
1961 |
18.90% |
1991 |
9.50% |
|
1932 |
0.43% |
1962 |
-3.29% |
1992 |
8.20% |
|
1933 |
51.03% |
1963 |
15.12% |
1993 |
13.07% |
|
1934 |
7.87% |
1964 |
13.11% |
1994 |
2.10% |
|
1935 |
31.46% |
1965 |
12.87% |
1995 |
16.24% |
|
1936 |
29.26% |
1966 |
-5.11% |
1996 |
16.49% |
|
1937 |
-25.42% |
1967 |
22.62% |
1997 |
20.18% |
|
1938 |
22.05% |
1968 |
11.63% |
1998 |
17.12% |
|
1939 |
1.70% |
1969 |
-10.60% |
1999 |
11.76% |
|
1940 |
-3.62% |
1970 |
4.52% |
2000 |
13.56% |
|
1941 |
-6.18% |
1971 |
13.87% |
2001 |
-6.75% |
|
1942 |
18.00% |
1972 |
11.88% |
2002 |
-5.15% |
|
1943 |
27.85% |
1973 |
-11.99% |
2003 |
3.02% |
|
1944 |
19.61% |
1974 |
-15.33% |
2004 |
16.72% |
|
1945 |
32.02% |
1975 |
30.50% |
2005 |
13.05% |
|
1946 |
-5.39% |
1976 |
27.27% |
2006 |
16.70% |
|
1947 |
1.87% |
1977 |
1.20% |
2007 |
21.33% |
|
1948 |
3.57% |
1978 |
6.77% |
2008 |
-1.22% |
|
1949 |
13.81% |
1979 |
14.87% |
|
|
|
1950 |
21.58% |
1980 |
20.45% |
|
|
|
1951 |
11.15% |
1981 |
0.22% |
|
|
|
1952 |
9.83% |
1982 |
2.50% |
|
|
|
1953 |
-0.25% |
1983 |
47.30% |
|
|
|
1954 |
36.83% |
1984 |
-0.03% |
|
|
|
1955 |
17.84% |
1985 |
29.80% |
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1 Returns are
calculated for fiscal years ending June 30 as
reported by the Department of Retirement Systems'
Comprehensive Annual Financial Report. These
results may differ from those reported for valuation
years, which end September 30. Rates of return for 1993 and beyond have been restated to match the WSIB' reported returns. |
|
2 Rates for years
prior to 1982 are approximations. See
Table B for
more information. |
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