Private Equity Annual Program Review
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<strong>Private</strong> <strong>Equity</strong> <strong>Annual</strong> <strong>Program</strong> <strong>Review</strong><br />
Attachment 1, Page 22 of 34<br />
<strong>Private</strong> <strong>Equity</strong> Risk Profile<br />
As of June 30, 2015<br />
• <strong>Private</strong> <strong>Equity</strong> Forecast Risk is 12.15%<br />
• Forecast Tracking Error is 5.48%<br />
Total Risk<br />
12.15<br />
Benchmark<br />
Risk<br />
Active Risk<br />
12.65 5.48<br />
Forecasted Distribution of Returns*<br />
*Based on Expected Returns from 2013 Asset Liability Workshop of 9.33% and BARRA Forecasted Risk of 12.15%<br />
22
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