|Statement||prepared by Ibbotson Assocaties, Inc.|
|LC Classifications||HJ3835.A4 I22 1994|
|The Physical Object|
|Pagination||17 leaves :|
|Number of Pages||17|
|LC Control Number||94622752|
The Alaska Permanent Fund Corporation’s (APFC) statutory responsibilities pertaining to in-state investments are set forth in AS (c) which specifies if an Alaskan investment has equivalent risk and expected return comparable to or better than a similar non‐Alaskan investment, the Alaskan investment should be preferred. Case Study – Alaska Permanent Fund Asset Allocation to Risk Allocation October Jeffrey C. Scott, CFA Chief Investment Officer. PROBLEM: MEAN-VARIANCE OPTIMIZATION 2 Asset Allocation Refinancing Headline Risk Operational Staff Fiduciary Sample List Margin Liabilities THE WORLD OF RISKS 5 Derivatives. Culture Alignment of. B. Total Fund Asset Mix 1. APFC’s investment programs are organized by asset class and APFC Staff assist the Board in engaging in an asset allocation study for the Fund at least once every five (5) years to review asset classes, risk-return assumptions, and correlations of investment returns with applicable benchmarks and across asset classes. The Alaska Permanent Fund Corporation’s (APFC) unaudited financial statements and performance for the end of fiscal year show that the sovereign wealth fund grew to a fund market value of US$ billion. The tremendous market volatility that COVID created impacted the returns of many global institutional investors. APFC generated a % for the [ ].
APFC is committed to meeting the performance objectives established by the Board of Trustees and achieving the goals set forth in APFC’s Strategic Plan to develop and fully implement best-in-class asset allocation and asset class investment capabilities to produce target long-term total returns. Alaska Permanent Fund Corporation’s report Archives; annual reports, financial reports, CIO reports, private equity reports, and board meeting documents. APFC Staff will assist the Board in engaging in an asset allocation study for the Fund at least once every five (5) years to review asset classes, return-risk assumptions, and correlations of investment returns with applicable benchmarks and across asset classes. The Permanent Portfolio is an approach to creating a diversified portfolio using a static asset allocation. This approach to investing has been implemented by a mutual fund .
The Alaska Permanent Fund Corporation (APFC) hired Evercore to find a buyer for portfolio interests in some private market assets. Strategic Partners, a unit of the Blackstone Group, acquired a US$ 1 billion portfolio of infrastructure assets from APFC. This could be one of the largest infrastructure secondaries transactions ever. In March , APFC decided [ ]. The Alaska Permanent Fund is an investment savings account that belongs to the State of Alaska. It was created in by a voter-approved amendment to the Alaska Constitution. The beneficiaries of the Fund are the State of Alaska and all present and future generations of Alaskans. When the Alaska Permanent Fund revamped its asset allocation, two risk parity specialists were among the managers selected for the new strategy. Stephanie Schwartz reports Risk parity principles have influenced the way the Alaska Permanent Fund thinks about investing. APFC’s Investment Philosophy is simple: Generate compelling investment returns which efficiently reward the investment risks undertaken by the Permanent Fund (and other Alaska state funds as mandated by law) through the production of both regularized income as well as capital gains.