Alpha Nasdaq OCIO Index

Creating transparency for institutional investing

Alpha Capital Management has partnered with Nasdaq to deliver the industry’s first suite of OCIO indices. The Alpha Nasdaq OCIO Indices are aimed at creating transparency for the OCIO industry and are designed to give investors and OCIO firms the ability to objectively measure OCIO performance against peers.

IndexMRQ1 YR3 YR5 YR7 YR10 YR
AlphaNasdaq OCIO Broad Market Index-11.71-
AlphaNasdaq OCIO Defined Benefit Pension Plans Index-
AlphaNasdaq OCIO Endowments & Foundations Index-14.15-6.432.172.874.685.66
AlphaNasdaq OCIO Healthcare Operating Reserves Index-13.06-5.821.562.534.01---
AlphaNasdaq OCIO Insurance Reserves Index-9.61-2.07------------
AlphaNasdaq OCIO Aggressive Asset Allocation Index-17.89-8.89------------
AlphaNasdaq OCIO Moderate Aggressive Asset Allocation Index-14.79-6.692.413.034.845.64
AlphaNasdaq OCIO Moderate Asset Allocation Index-13.67-5.632.
AlphaNasdaq OCIO Moderate Conservative Asset Allocation Index-8.140.474.13.985.426.72
AlphaNasdaq OCIO Conservative Asset Allocation Index-
MSCI ACWI-21.37-
S&P 500-19.6-6.985.16.739.6210.53
Bloomberg Barclays US Aggregate3.158.934.823.363.193.88
60% MSCI ACWI / 40% Bloomberg Barclays US Aggregate-12.02-
60% S&P 500 / 40% Bloomberg Barclays US Aggregate-10.88-0.395.325.637.238.09

— Indicates there are fewer than 15 observations for that time period

Contributing OCIOS as of 31 March 2020

Angeles Investment Advisors
Atlanta Consulting Group
Colonial Consulting
Global Endowment Mgmt.
Lowe, Brockenbrough & Co
PFM Asset Mgmt.
PNC Institutional Asset Mgmt.
Russell Investments
Sterling Capital Mgmt.
Strategic Investment Group
Verger Capital

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