Quantitative Strategies Volatility Strategies

West Coast Pension Eyeing Short-Term TIPS Index Fund, Fixed Income Attractive

Jan 22, 2024

Consultant NEPC recommends the USD2.5 billion Stanislaus County Employees’ Retirement Association add a short-term treasury inflation-protected securities index fund into its lineup as opportunities in fixed income become more attractive. NEPC assumes that over a 10-year period short-term TIPS will have half the volatility of longer-term securities at 3.3% compared to intermediate and long-term TIPS at 6% and 12.4% respectively, according to a presentation from StanCERA’s January board meeting available on MandateConnect.

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