Performance Reports
Portfolio Value | Annualized Rates of Return | Historical Rates of Return
Performance information based on DERP’s fiscal year-end reporting on returns and portfolio value.
Portfolio Value
| Year Ended December 31 | Investments at Fair Market Value |
|---|---|
| 2022 | $2.3 billion |
| 2021 | $2.7 billion |
| 2020 | $2.4 billion |
| 2019 | $2.2 billion |
| 2018 | $2.0 billion |
| 2017 | $2.2 billion |
| 2016 | $2.0 billion |
| 2015 | $2.0 billion |
| 2014 | $2.0 billion |
| 2013 | $2.0 billion |
| 2012 | $1.8 billion |
| 2011 | $1,7 billion |
Annualized Rates of Return as of 2022, Net of Fees
| As of December 31, 2022 |
|---|
| -8.5% for 1 year |
| 4.8% for 3 years |
| 4.9% for 5 years |
| 6.8% for 10 years |
| 8.2% since inception |
Historical Annualized Rates of Return, Net of Fees
| Year | 1 Year | 3 Years | 5 Years | 10 Years | Since Inception |
|---|---|---|---|---|---|
| 2022 | -8.5 | 4.8 | 4.9 | 6.8 | 8.2 |
| 2021 | 17.1 | 11.9 | 9.5 | 8.9 | 8.7 |
| 2020 | 5.7 | 5.3 | 7.7 | 7.1 | 8.5 |
| 2019 | 12.6 | 8.2 | 6.0 | 7.9 | 8.5 |
| 2018 | -2.4 | 6.6 | 4.6 | 8.0 | 8.4 |
| 2017 | 15.0 | 6.7 | 8.7 | 5.2 | 8.8 |
| 2016 | 7.8 | 3.7 | 8.3 | 4.8 | 8.6 |
| 2015 | -1.9 | 6.9 | 6.6 | 5.4 | 8.6 |
| 2014 | 5.3 | 12.1 | 9.9 | 6.5 | 9.0 |
| 2013 | 18.2 | 10.0 | 11.6 | 7.1 | 9.1 |
| 2012 | 13.1 | 8.8 | 1.8 | 7.3 | 8.8 |
| 2011 | .04 | 9.0 | 1.4 | 5.1 | 8.6 |