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.
OCIO Indices Podcast: What OCIOs Need to Know
(32 mins)
In this episode of The Source podcast, we sat down with Ron Klotter and Brad Alford to talk about the new OCIO indices created through a partnership with eVestment’s parent company, Nasdaq, and a business founded by Brad, Alpha Capital Management.
Creating transparency for institutional investing
| Index | MRQ | 1 YR | 3 YR | 5 YR | 7 YR | 10 YR |
|---|---|---|---|---|---|---|
| Broad Market Index | 11.90 | 4.32 | 5.89 | 5.90 | 6.82 | 8.00 |
| Defined Benefit Pension Plans Index | 11.36 | 7.60 | 7.09 | 6.97 | 7.63 | 8.87 |
| Endowments & Foundations Index | 12.46 | 1.81 | 5.13 | 5.17 | 6.42 | 7.52 |
| Healthcare Operating Reserves Index | 11.60 | 2.05 | 4.47 | 4.82 | 5.71 | --- |
| Insurance Reserves Index | 10.41 | 5.16 | 5.52 | --- | --- | --- |
| Aggressive Asset Allocation Index | 16.33 | 2.46 | 5.93 | --- | --- | --- |
| Moderate Aggressive Asset Allocation Index | 13.41 | 2.50 | 5.71 | 5.71 | 6.72 | 7.66 |
| Moderate Asset Allocation Index | 12.37 | 2.78 | 5.31 | 5.48 | 6.63 | 7.89 |
| Moderate Conservative Asset Allocation Index | 10.14 | 6.99 | 6.49 | 6.51 | 7.10 | 8.31 |
| Conservative Asset Allocation Index | 7.41 | 10.96 | 7.62 | 6.88 | 7.15 | 8.24 |
— Indicates there are fewer than 15 observations for that time period
Contributing OCIOS as of 30 June 2020
Agility
Angeles Investment Advisors
Atlanta Consulting Group
Colonial Consulting
Commonfund
DeMarche
DiMeo Schneider & Assoc.
Fidelity Institutional Mgmt.
Global Endowment Mgmt.
Lowe, Brockenbrough
Marquette
NEPC
PFM Asset Mgmt.
PNC Institutional Asset Mgmt.
Russell Investments
SEI
Sterling Capital Mgmt.
Strategic Investment Group
TIFF Investment Mgmt.
Vanguard
Verger Capital
Verus