2010 Returns by Asset Class
As at March 31
|
| |
Portfolio Returns
(%) |
Benchmark Returns
(%) |
| World Equity |
| Canadian Equity |
40.4 |
40.7 |
| Foreign Equity |
|
| US Large Cap Equity |
20.1 |
20.8 |
| EAFE Large Cap Equity |
24.5 |
24.5 |
| Small Cap Developed World Equity |
29.2 |
33.5 |
| Emerging Markets Equity |
47.4 |
46 |
| Private Equity |
28.8 |
13.5 |
| Nominal Fixed Income |
| Cash Equivalents |
0.7 |
0.3 |
| World Government Bonds (3 years) |
-14.6 |
-14.7 |
| Canadian Fixed Income |
5.4 |
5.1 |
| Real Return Assets |
| World Inflation-linked Bonds |
-10.0 |
-9.9 |
| Real Estate |
0.6 |
7.4 |
| Infrastructure (3.75 years) |
7.2 |
3.7 |
| Total Return |
21.5 |
19.8 |
RCMP Pension Plan Account Historical Returns by Asset Class
For years ended March 31
| 2009 |
 |
| |
Portfolio Returns
(%) |
Benchmark Returns
(%) |
| Developed World Equity |
| Canadian Equity |
(32.3) |
(32.4) |
| US Large Cap Equity |
(27.7) |
(24.1) |
| EAFE Large Cap Equity |
(33.6) |
(34.4) |
| Small Cap Developed World Equity |
(30.0) |
(26.7) |
| Emerging Markets Equity |
(34.0) |
(35.1) |
| Private Equity |
(32.3) |
(31.6) |
| Nominal Fixed Income |
| Cash Equivalents |
2.8 |
2.4 |
| World Government Bonds |
19.4 |
19.4 |
| Canadian Fixed Income |
4.7 |
4.9 |
| Real Return Assets |
| World Inflation-linked Bonds |
5.9 |
6.0 |
| Real Estate |
(16.8) |
6.6 |
| Infrastructure |
6.0 |
5.8 |
| Total Return |
(22.7) |
(17.6) |
| 2008 |
|
| As at March 31 |
Portfolio Returns
(%) |
Benchmark Returns
(%) |
| Developed World Equity |
| Canadian Equity |
2.6 |
3.2 |
| US Large Cap Equity |
(21.3) |
(15.6) |
| EAFE Large Cap Equity |
(12.9) |
(13.5) |
| Small Cap Developed World Equity |
(23.0) |
(20.5) |
| Emerging Markets Equity |
7.2 |
7.9 |
| Private Equity |
10.1 |
3.7 |
| Nominal Fixed Income |
| Cash Equivalents |
3.9 |
4.6 |
| World Government Bonds |
6.6 |
6.7 |
| Canadian Fixed Income |
5.9 |
5.8 |
| Real Return Assets |
| World Inflation-linked Bonds |
6.1 |
6.0 |
| Real Estate |
21.9 |
7.6 |
| Infrastructure |
3.8 |
n/a |
| Total Return |
(0.3) |
1.2 |
| 2007 |
|
| As at March 31 |
Portfolio Returns
(%) |
Benchmark Returns
(%) |
| Developed World Equity |
| Canadian Equity |
14.3 |
14.2 |
| US Large Cap Equity |
8.7 |
10.6 |
| EAFE Large Cap Equity |
16.6 |
18.9 |
| Small Cap Developed World Equity |
5.5 |
6.1 |
| Emerging Markets Equity |
18.8 |
19.3 |
| Private Equity |
(0.6) |
n/a |
| Nominal Fixed Income |
| Cash Equivalents |
4.2 |
4.2 |
| World Government Bonds |
(1.5) |
(1.5) |
| Canadian Fixed Income |
5.4 |
5.5 |
| Real Return Assets |
| World Inflation-linked Bonds |
(1.4) |
(1.6) |
| Real Estate |
36.5 |
6.7 |
| Infrastructure |
5.5 |
n/a |
| Total Return |
11.3 |
10.1 |
| 2006 |
|
| As at March 31 |
Portfolio Returns
(%) |
Benchmark Returns
(%) |
| Developed World Equity |
| Canadian Equity |
28.8 |
28.7 |
| US Large Cap Equity |
9.5 |
7.7 |
| EAFE Large Cap Equity |
20.8 |
20.0 |
| Small Cap Developed World Equity |
18.6 |
19.3 |
| Emerging Markets Equity |
39.6 |
42.6 |
| Private Equity |
0.6 |
n/a |
| Nominal Fixed Income |
| Cash Equivalents |
2.7 |
2.8 |
| Canadian Fixed Income |
4.7 |
4.9 |
| Real Return Assets |
| World Inflation-linked Bonds |
10.9 |
11.8 |
| Real Estate |
21.6 |
8.3 |
| Total Return |
19.1 |
18.0 |
| 2005 |
|
| As at March 31 |
Portfolio Returns
(%) |
Benchmark Returns
(%) |
| Canadian Equities |
15.7 |
13.9 |
| Foreign Equities |
1.7 |
1.5 |
| Real Estate |
7.9 |
6.7 |
| Fixed Income |
5.0 |
4.7 |
| Cash Equivalents |
2.9 |
2.2 |
| Total Return |
8.0 |
7.2 |
| 2004 |
|
| As at March 31 |
Portfolio Returns
(%) |
Benchmark Returns
(%) |
| Canadian Equities |
36.1 |
37.7 |
| Foreign Equities |
30.7 |
28.8 |
| Real Estate |
3.6 |
2.5 |
| Fixed Income |
10.9 |
10.8 |
| Cash Equivalents |
3.2 |
3.0 |
| Total Return |
26.1 |
25.4 |
| 2003 |
|
| As at March 31 |
Portfolio Returns
(%) |
Benchmark Returns
(%) |
| Canadian Equities |
(18.6) |
(17.6) |
| Foreign Equities |
(30.5) |
(29.9) |
| Fixed Income |
9.4 |
9.2 |
| Cash Equivalents |
3.2 |
2.7 |
| Total Return |
(13.5) |
(12.9) |
| 2002 |
|
| As at March 31 |
Portfolio Returns
(%) |
Benchmark Returns
(%) |
| Canadian Equities |
4.8 |
4.9 |
| Foreign Equities |
(3.3) |
(2.6) |
| Fixed Income |
5.3 |
5.1 |
| Cash Equivalents |
4.1 |
3.7 |
| Total Return |
2.8 |
2.8 |
Historical Net Income
(Losses) from Operations of the
RCMP Pension Plan Account
For years ended March 31
| Year |
($ millions) |
| 2010 |
532 |
| 2009 |
(685) |
| 2008 |
(19) |
| 2007 |
244 |
| 2006 |
294 |
| 2005 |
97 |
| 2004 |
184 |
| 2003 |
(72) |
| 2002 |
11 |
