Investment Performance
Investment Performance: Three Year Annualized Returns
June 2025
| RSA Fund I | RSA Fund II | RSA Fund III | RSA Fund IV | RSA Fund V (Micro) | RSA Fund VI (Active) | RSA Fund VII (Retiree) | |
|---|---|---|---|---|---|---|---|
| Investment Returns (annualized) | 18.21% | 19.36% | 19.36% | 16.21% | n.a | 15.35% | 15.42% |
| Standard Deviation (annualized) | 4.50% | 8.65% | 5.30% | 4.43% | n.a | 3.18% | 2.72% |
| Sharpe Ratio | 0.40 | 0.34 | 0.56 | n.m | n.a | n.m | n.m |
July 2025
| RSA Fund I | RSA Fund II | RSA Fund III | RSA Fund IV | RSA Fund V (Micro) | RSA Fund VI (Active) | RSA Fund VII (Retiree) | |
|---|---|---|---|---|---|---|---|
| Investment Returns (annualized) | 22.10% | 22.85% | 18.66% | 17.43% | n.a | 17.15% | 16.04% |
| Standard Deviation (annualized) | 6.54% | 10.33% | 6.56% | 5.29% | n.a | 4.69% | 3.38% |
| Sharpe Ratio | 0.87 | 0.62 | 0.98 | 0.19 | n.a | 0.16 | n.m |
August 2025
| RSA Fund I | RSA Fund II | RSA Fund III | RSA Fund IV | RSA Fund V (Micro) | RSA Fund VI (Active) | RSA Fund VII (Retiree) | |
|---|---|---|---|---|---|---|---|
| Investment Returns (annualized) | 21.58% | 22.63% | 18.51% | 17.49% | n.a | 17.25% | 16.28% |
| Standard Deviation (annualized) | 6.39% | 9.90% | 6.12% | 4.92% | n.a | 5.44% | 3.68% |
| Sharpe Ratio | 0.78 | 0.61 | 0.31 | 0.18 | n.a | 0.12 | n.m |
September 2025
| RSA Fund I | RSA Fund II | RSA Fund III | RSA Fund IV | RSA Fund V (Micro) | RSA Fund VI (Active) | RSA Fund VII (Retiree) | |
|---|---|---|---|---|---|---|---|
| Investment Returns (annualized) | 21.33% | 22.69% | 18.79% | 17.67% | 23.97% | 17.66% | 16.5% |
| Standard Deviation (annualized) | 6.32% | 9.67% | 5.99% | 4.81% | n.a | 6.02% | 3.87% |
| Sharpe Ratio | 0.74 | 0.62 | 0.35 | 0.21 | n.a | 0.16 | n.m |
October 2025
| RSA Fund I | RSA Fund II | RSA Fund III | RSA Fund IV | RSA Fund V (Micro) | RSA Fund VI (Active) | RSA Fund VII (Retiree) | |
|---|---|---|---|---|---|---|---|
| Investment Returns (annualized) | 22.10% | 23.40% | 19.15% | 17.92% | 24.20% | 18.48% | 16.71% |
| Standard Deviation (annualized) | 6.38% | 8.51% | 5.63% | 4.51% | 0.35% | 6.21% | 3.73% |
| Sharpe Ratio | 0.84 | 0.79 | 0.43 | 0.27 | n.a | 0.29 | n.m |
- n.m – not meaningful
- n.a – not available due to fund start date of Fund V
