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.
Creating transparency for institutional investing
| Index | MRQ | 1 YR | 3 YR | 5 YR | 7 YR | 10 YR |
|---|---|---|---|---|---|---|
| AlphaNasdaq OCIO Broad Market Index | -11.71 | -3.4 | 3.06 | 3.42 | 5.05 | 6.26 |
| AlphaNasdaq OCIO Defined Benefit Pension Plans Index | -9.13 | 0.07 | 4.28 | 4.19 | 5.76 | 7.14 |
| AlphaNasdaq OCIO Endowments & Foundations Index | -14.15 | -6.43 | 2.17 | 2.87 | 4.68 | 5.66 |
| AlphaNasdaq OCIO Healthcare Operating Reserves Index | -13.06 | -5.82 | 1.56 | 2.53 | 4.01 | --- |
| 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 | -6.69 | 2.41 | 3.03 | 4.84 | 5.64 |
| AlphaNasdaq OCIO Moderate Asset Allocation Index | -13.67 | -5.63 | 2.26 | 3.05 | 4.8 | 6.07 |
| AlphaNasdaq OCIO Moderate Conservative Asset Allocation Index | -8.14 | 0.47 | 4.1 | 3.98 | 5.42 | 6.72 |
| AlphaNasdaq OCIO Conservative Asset Allocation Index | -1.25 | 7.8 | 6.11 | 4.73 | 5.83 | 7.16 |
| MSCI ACWI | -21.37 | -11.26 | 1.5 | 2.85 | 5.07 | 5.88 |
| S&P 500 | -19.6 | -6.98 | 5.1 | 6.73 | 9.62 | 10.53 |
| Bloomberg Barclays US Aggregate | 3.15 | 8.93 | 4.82 | 3.36 | 3.19 | 3.88 |
| 60% MSCI ACWI / 40% Bloomberg Barclays US Aggregate | -12.02 | -3.13 | 3.13 | 3.31 | 4.54 | 5.35 |
| 60% S&P 500 / 40% Bloomberg Barclays US Aggregate | -10.88 | -0.39 | 5.32 | 5.63 | 7.23 | 8.09 |
— Indicates there are fewer than 15 observations for that time period
Contributing OCIOS as of 31 March 2020
Agility
Angeles Investment Advisors
Atlanta Consulting Group
Colonial Consulting
Commonfund
DeMarche
Global Endowment Mgmt.
Lowe, Brockenbrough & Co
Marquette
NEPC
PFM Asset Mgmt.
PNC Institutional Asset Mgmt.
Russell Investments
SEI
Sterling Capital Mgmt.
Strategic Investment Group
Vanguard
Verger Capital
Verus