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HomeMy WebLinkAbout2026-04-01 Council Agenda - Work SessionC N AI A. CALL TO ORDER B. INTRODUCTION C. DISCUSSION ITEM Kenai City Council - Work Session April 01, 2026 - 4:00 PM Kenai City Council Chambers 210 Fidalgo Avenue, Kenai, Alaska www.kenai.city ** Telephonic / Virtual Information on Page 1** Agenda 1. Discussion - Alaska Permanent Capital Management to Discuss Potential Amendments to Kenai Municipal Code Investment Options. D. COUNCIL COMMENTS E. PUBLIC COMMENTS (Public comments limited to five (5) minutes per speaker) F. ADJOURNMENT The agenda and supporting documents are posted on the City's website at www.kenai.city. Copies of resolutions and ordinances are available at the City Clerk's Office or outside the Council Chamber prior to the meeting. For additional information, please contact the City Clerk's Office at 907-283-8231. Registration is required to join the meeting remotely through Zoom. Please use the following link to register: https://us02web.zoom.us/meeting/register/EKrsiqq4TKiRfS6i2CCqJw Kenai City Council - Work Session Page 1 of 1 April 01, 2026 PUBLIC NOTICE X NOTICE of WORK SESSION K E N A I April 1, 2026 at 4:00 p.m. Notice is hereby given: the Kenai City Council will be meeting in a work session with Alaska Permanent Capital Management on Wednesday, April 1, 2026 for the purpose of discussing: Potential Amendments to Kenai Municipal Code Section 7.22, Investment of Monies The work session will begin at 4:00 p.m. and will be held in the Kenai City Hall Chambers, 210 Fidalgo Avenue, Kenai, AK 99611. The public is invited to attend and participate. Additional information is available through the City Clerk's Office or by visiting the City of Kenai website at www.kenai.c Shellie Saner, MMC, City Clerk Publish: 3/27/26 CERTIFICATE OF PUBLICATION & POSTING I, Shellie Saner, City Clerk of the City of Kenai, do hereby certify that on the 20th day of March 2026, 1 electronically mailed or caused to be published the foregoing Notice of Work Session to the Peninsula Clarion and requested that this Notice be published in the March 27, 2026 edition of their newspaper. On the 207h day of March, 2024, the full work sessio agenda was also posted at Kenai City Hall and qeShel i ternet at www.kenai.ci�. San C, City Clerk City of Kenai Permanent Funds As of December 31, 2025 2 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS City of Kenai Permanent Funds As of December 31, 2025 Account Inception September 2008 Total Contributions $22,923,732 Withdrawals Does not include custodial or management fees $18,619,071 Current Market Value December 31, 2025 $39,931,916 Annualized Account Return* Inception –December 31, 2025 +7.79% Effective Annual Fee Rate December 31, 2025 0.15% Strategic Asset Allocation Risk Assets 54% Risk Control 29% Alternatives 17% *Performance is gross of management fees, net of internal fund fees, and annualized for periods greater than one year. Staying focused on your goals 3 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS The power of consistency in cumulative earnings Chart shows month-end portfolio market values and calendar year returns from inception to December 31, 2025. 15.6%13.1% -0.1% 12.0%13.5% 6.0% -0.1% 7.5% 12.0% -4.5% 17.0% 10.8%11.9% -13.6% 12.8%9.3% 13.4% -$5 $5 $15 $25 $35 $45 2008 2010 2012 2014 2016 2018 2020 2022 2024 M i l l i o n s Net Earnings: $35.6MContributions: $22.9M Withdrawals: $18.6M Current Market Value: $39.9M 4 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS 8.5% 17.8% 40.7% 7.5% 29.6% 5.9% -5.2% 31.8% 65.2% 25.9% 32.1% 18.1% 28.9% 1.9% 15.5% 64.6% 6.0% 7.1% 6.1% 6.1% 3.0% 4.2% -20.00%0.00%20.00%40.00%60.00%80.00% High Yield U.S. Large Cap Semiconductors U.S. Mid Cap Electrical Grid U.S. Small Cap Cybersecurity Developed Markets European Financials Japan Emerging Markets Infrastructure Datacenters REIT Commodities Gold Alt. Beta U.S. Fixed Income 1-5 G/C Tips International Bonds Cash Ri s k A s s e t s Al t e r n a t i v e s Ri s k C o n t r o l 2025 Market Recap 4 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS Total Returns by Asset Class -Calendar year 2025 Source: Bloomberg and Oxford Economics. Returns are representative of market returns, and do not reflect actual portfolio performance. Markets navigated significant crosscurrents in 2025, beginning with heightened trade tensions as U.S. tariff rates rose to levels not seen in decades, driving a sharp bout of volatility early in the year. Despite these concerns, markets ultimately proved resilient. Trade fears faded, recession risks failed to materialize, and investor focus shifted toward the supportive effects of fiscal and monetary stimulus in the second half of the year. Risk-on sentiment broadened as the year progressed, producing an “everything rally” and marking the first year since the pandemic in which all major asset classes delivered positive returns. While medium-term inflation risks remain, fears of a tariff-driven price shock similar to 2022 proved unfounded, allowing central banks to continue the gradual normalization of interest rates. 5 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS Evaluating returns against strategic goals Portfolio performance is gross of management fees and net of fund fees. 7.8%7.3% 6.2% 11.8% 13.5% 1.9% 0.4% 7.9% 7.4% 6.2% 12.1% 13.0% 1.9% 0.3% 0.0% 5.0% 10.0% 15.0% Since Inception 10 Year 5 Year 3 Year 1 Year Quarter to Date Month to Date Account Performance December 31, 2025 Permanent Fund Strategic Benchmark -40% -30% -20% -10% 0% 10% 20% 30% 40% Rolling 12 Month Total Return Since Inception Upper bound of expected range of returns within one year (28.5%) Lower bound of expected range of returns within one year (-14.1%) Avg. loss in extreme conditions within one year (-25.8%) 6 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS Aligning near-term tactical adjustments with your long-term strategy Asset Class Strategic Weight Overweight / Underweight Current Allocation Range Risk Control 29.0%0.6%29.6% Risk Control U.S. FIXED INCOME 26.0%-1.3%24.7%6 - 36% CASH 3.0%1.9%4.9%0 - 10% Risk Assets 54.0%0.1%54.1% Risk Assets U.S. HIGH YIELD FIXED INCOME 4.0%-0.2%3.8%0 - 8% U.S. LARGE CAP EQUITY 22.0%0.0%22.0%12 - 32% U.S. MID CAP EQUITY 10.0%-0.4%9.6%0 - 18% U.S. SMALL CAP EQUITY 5.0%0.0%5.0%0 - 10% DEVELOPED INTERNATIONAL EQUITY 8.0%0.5%8.5%4 - 16% EMERGING MARKET EQUITY 5.0%0.2%5.2%0 - 10% Alternatives 17.0%-0.7%16.3% Alternatives REITS 2.0%-0.1%1.9%0 - 4% INFRASTRUCTURE 5.0%-0.3%4.7%0 - 10% ALTERNATIVE BETA 10.0%-0.3%9.7%0 - 15% U.S. FIXED INCOME CASH U.S. HIGH YIELD FIXED INCOME U.S. LARGE CAP EQUITY U.S. MID CAP EQUITY U.S. SMALL CAP EQUITY DEVELOPED INTERNATIONAL EQUITY EMERGING MARKET EQUITY REITS INFRASTRUCTURE ALTERNATIVE BETA Ri s k C o n t r o l Ri s k A s s e t s Al t e r n a t i v e s Core Weight Tilt Weight 2026 Returns Will Be Driven by Earnings Strength and Ongoing Economic Growth 7 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS Source: Factset and JP Morgan 5 10 15 20 25 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 Developed International Emerging Markets US Large Cap NTM P/E 5 15 25 35 45 2008 2010 2012 2014 2016 2018 2020 2022 2024 2026 EBITDA Margin US Large Cap Semiconductor Stocks Earnings Growth Across Major Markets Supports Equity Return Potential Emerging Markets Combine Attractive Valuations, Stronger Earnings Growth, and AI Exposure Semiconductor Margins Remain Strong, Reinforcing the AI Investment Cycle 1.5 3.9 1.9 0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 2022 2023 2024 2025 2026 2027 Real GDP Growth (%YoY) Advanced economies Emerging market and developing economies United States Global Growth Proved Resilient in 2025, with Expansion Expected to Continue Strategic Review 9 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS Forward-looking return and risk characteristics * Range denotes the 95% confidence interval. Risk and return data from Windham Portfolio Advisor. Characteristics Current Allocation Expected Range* Annual Return (Gross)7.2%-14.1% to 28.5% Long-Term Return (Gross)6.7%6.4% to 7.0% Real Return (Gross) Long-Term Return Less 2.5% Expected Inflation 4.2%3.9% to 4.5% Avg. Loss in Extreme Conditions (Gross) Within a 1-Year Horizon -25.8% 54% 17% 29% Current Allocation Risk Assets Alternatives Risk Control Assets The City of Kenai Permanent Funds’current asset allocation is expected to meet the goals of the portfolio over the long term.The expected real return of the portfolio is in line with the maximum distribution (4.2%)from either Permanent Fund per code.There are no recommended changes at this time. Current allocation is expected to meet goals 10 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS Airport Land Sale Permanent Fund Inflation and goals Preservation of Capital Sustain a 3.8% to 4.2% withdrawal Inflation Protection $23.4 $26.1 $28.6 $31.0 $26.1 $28.3 $29.9 $32.9 $25.0 $25.6 $26.5 $28.4 $30.2 $31.3 $32.2 $33.3 20.0 22.0 24.0 26.0 28.0 30.0 32.0 34.0 Dec-18 Dec-19 Dec-20 Dec-21 Dec-22 Dec-23 Dec-24 Dec-25 ($ ) M i l l i o n s Airport Land Sale Permanent Fund Market Value Inflation Adjusted Principal Period Inflation Rate Annualized Pre Covid Inception –12/31/2020 1.49% Post Covid 12/31/2020 -12/31/2025 4.46% APCM’s Expectation 10 Year Projection 2.50% YoY, the deficit has been reduced by 85% 11 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS ALSPF withdrawal projections 10-year horizon $1.13 $1.11 $1.13 $1.13 $1.11 $1.07 $1.05 $1.02 $1.01 $1.01 $1.13 $1.15 $1.21 $1.27 $1.33 $1.36 $1.40 $1.44 $1.47 $1.52 $1.13 $1.19 $1.32 $1.61 $1.77 $1.94 $2.11 $2.26 $2.41 $2.55 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 95th Percentile 75th Percentile 50th Percentile 25th Percentile 5th Percentile The probability that the ALSPF may withdraw at the 4.2% rate begins at 0% and increases to 43% (vs. 36% estimate from 2025) over the simulation horizon. City of Kenai Municipal Code 7.30.020(5)(i) Appropriations from the ALSPF may be made as follows: In any fiscal year, the amount available for appropriation for airport operations and capital needs will be based upon the five (5) year average of the fund’s calendar year end market value. An amount not to exceed three and four-fifths percent (3.8%) of the five (5) year average market value may be distributed if the average market value is less than the fund’s inflation adjusted principal balance . An amount not the exceed four and one-fifth percent (4.2%) of the five (5) year average market value may be distributed if the average market value is greater than the fund’s inflation adjusted principal balance . 12 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS Airport Land Sale Permanent Fund Wealth Simulations 10-year horizon ▪All simulations utilized a $32.9M starting market value for the ALSPF. No contributions were included. ▪Withdrawals for the ALSPF conformed to City of Kenai Municipal Code 7.30.020(5)(i)using the actual change in CPI-U when available and APCM’s forward-looking CPI expectation of 2.5% for all future dates. ▪Utilizing APCM’s records of historical market values and the spending policy per Kenai Municipal Code 7.30.020(5)(i), APCM’s calculation of the 2026 ALSPF distribution is $1.13M. Distributions 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 ALSPF* ($ millions)1.13 1.15 1.21 1.27 1.33 1.36 1.4 1.44 1.47 1.52 Risk and return data from Windham Portfolio Advisor. Withdrawals shown at the 50th percentile. Market values for each sub fund derived from the breakout provided by City of Kenai. All distributions simulated at the 50th percentile were at the 3.8% rate. $25.5 Expected (50%) $42.9 $73.5 $20 $30 $40 $50 $60 $70 $80 Airport Land Sale Permanent Fund (ALSPF) M i l l i o n s 50% of outcomes Projected Ending Wealth 95% CI 5% CI Expected Inflation Adjusted Principal 13 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS General Fund Land Sale Permanent Fund Inflation and goals Preservation of Capital Sustain a 4% withdrawal Inflation Protection $2.9 $3.4 $3.6 $3.9 $3.2 $3.7 $3.8 $4.3 $2.8 $2.9 $3.0 $3.2 $3.4 $3.5 $3.6 $3.7 2.0 2.5 3.0 3.5 4.0 4.5 Dec-18 Dec-19 Dec-20 Dec-21 Dec-22 Dec-23 Dec-24 Dec-25 ($ ) M i l l i o n s General Fund Land Sale Permanent Fund Market Value Inflation Adjusted Principal Period Inflation Rate Annualized Pre Covid Inception –12/31/2020 1.49% Post Covid 12/31/2020 -12/31/2025 4.46% APCM’s Expectation 10 Year Projection 2.50% YoY, the surplus has increased by 116% 14 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS General Fund Land Sale Permanent Fund Wealth Simulations 10-year horizon ▪All simulations utilized a $4.3M for the GLSPF. No contributions were included. ▪Withdrawals for the GLSPF conformed to City of Kenai Municipal Code 7.30.020(6)using the actual change in CPI-U when available and APCM’s forward-looking CPI expectation of 2.5% for all future dates. ▪Per Kenai Municipal Code 7.30.020(6) distributions will be the lesser of the cumulative earnings at calendar year end for the fund or four percent (4%) of the fund’s fair market value. “Cumulative earnings” is defined as the market value at calendar year end minus the fund’s inflation adjusted principal balance. ▪Utilizing APCM’s records of historical market values and the spending policy APCM’s calculation of the 2026 GLSPF distribution is $171K. In any given year within the simulation, the probability that a distribution can be made is 84%. Thousands 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 Distributions 171 175 179 183 189 194 200 206 214 220 Cumulative Earnings 570 576 594 628 666 717 757 832 863 924 Risk and return data from Windham Portfolio Advisor. Withdrawals shown at the 50th percentile. Market values for each sub fund derived from the breakout provided by City of Kenai. $4.0 Expected (50%) $5.7 $9.1 $3 $4 $5 $6 $7 $8 $9 $10 General Fund Land Sale Permanent Fund (GLSPF) Projected Ending Wealth Expected Inflation Adjusted Principal 50% of outcomes 95% CI 5% CI 15 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS GLSPF cumulative earnings projections 10-year horizon $562 -$72 -$251 -$365 -$431 -$516 -$541 -$583 -$637 -$688 -$704 $562 $570 $576 $594 $628 $666 $717 $757 $832 $863 $924$562 $1,318 $1,725 $2,050 $2,364 $2,703 $3,030 $3,341 $3,702 $4,032 $4,331 2025 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 Th o u s a n d s 95th Percentile 75th Percentile 50th Percentile 25th Percentile 5th Percentile In any given year within the simulation, the probability that a distribution can be made is 84%. 16 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS Delivering value through efficient beta and selective alpha APCM defines our investment philosophy on two key pillars: customized asset allocation and controlling expenses. Adhering to these concepts is the Firm’s area of specialization and expertise. Beta (β)Alpha (α) Broad market exposure / market segment Exposure to emphasize compensated risk premia Manager driven non-systematic risk FLEXSHARES STOXX GLOBAL INFRA GLOBAL X DATA CENTER JPM BETABLDRS MSCI US REIT ISHARES CORE MSCI EAFE ETF FIRST TRST NASD CL EDG SGIIF ISHARES CORE MSCI EMERGING SS SPDR P HIGH YIELD ETF SPDR S&P 500 ETF TRUST ISHARES SEMICONDUCTOR ETF ISHARES CORE S&P MIDCAP ETF ISHARES CORE S&P SMALL-CAP E GLOBAL X CYBERSECURITY ETF JPMORGAN HEDGED EQUITY ETF NYLI HDG MLT-STR TRC ETF-USD BLCKRCK SYST MULTI-STR-INST CALAMOS MRKT NEU INC-I VANGUARD HI YLD CORP-ADM Due to APCM’s overall AUM size, we are able to access institutional share classes of mutual funds for our clients, which typically have lower fees. *Employer-sponsored retirement plan exclusive share classes were excluded Fund Manager Fund Name Share Class in Portfolio Next best share class Calamos Market Neutral Income Fund 0.97%1.22% Vanguard High-Yield Corporate Fund 0.12%0.22% Blackrock Systematic Multi- Strategy Fund 0.93%1.20% 17 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS Independent manager & strategy selection APCM Due Diligence and Portfolio Fit Risk | Role | Cost | Correlation | Implementation Client Portfolios An open-architecture approach focused solely on what serves clients best Global Active Managers Index Solutions Factor Strategies Open Investment Universe Ongoing Accountability Client-Aligned Decisions •Access to both index-based and active strategies •Ability to select specialists across asset classes •No reliance on proprietary funds or products •Continuous evaluation of managers and strategies •Willingness to resize, replace, or exit •Decisions grounded in risk and forward-looking expectations •Strategy selection driven by objectives •Flexibility as leadership evolves •No embedded incentives Sources Morningstar, Bloomberg, McKinsey, Prequin, Moonfare and World Bank City of Kenai –Custody As of December 31, 2025 19 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS City of Kenai –Custody (as of December 31, 2025) Portfolio Review Performance Gross Bench*GVIXX QTD 1.10%1.14%0.97% 1 Year 5.02%5.17%4.17% Since Inception (11/6/2024)4.63%4.72%4.23% Annual Yield Comparison Summary Statistics Kenai - Custody Bench*GVIXX Market Value $35,127,630 -- Annual Yield **3.71%3.50%3.68% Average Quality AA+AA+AAA Average Maturity (Years)1.72 1.98 - What has happened: ▪As securities mature and cash becomes available for reallocation, we have extended the portfolio's duration the extent possible in US Treasuries and Callable Agencies. ▪The portfolio duration (sensitivity to interest rates) now stands at 1.46 years vs the bench at 1.88 years ▪There has been no liquidity needs from the portfolio since inception. Going forward: ▪Annual coupon income over the next 12 months is expected to be $1,062,925 on the current portfolio. ▪Work with staff and council to identify possible work session dates to explore options to align liquidity, risk, and recommend changes to the investment policy statement. *Bench: Bloomberg 1-3 Gov **YTM for port/bench, 7-day SEC Yield for GVIXX *Bench: Bloomberg 1-3 Yr Gov Performance annualized for periods greater than one year. 2% 3% 4% 5% 6% De c - 2 3 Ja n - 2 4 Fe b - 2 4 Ma r - 2 4 Ap r - 2 4 Ma y - 2 4 Ju n - 2 4 Ju l - 2 4 Au g - 2 4 Se p - 2 4 Oc t - 2 4 No v - 2 4 De c - 2 4 Ja n - 2 5 Fe b - 2 5 Ma r - 2 5 Ap r - 2 5 Ma y - 2 5 Ju n - 2 5 Ju l - 2 5 Au g - 2 5 Se p - 2 5 Oc t - 2 5 No v - 2 5 De c - 2 5 Kenai - Custody Bench*Allspring MMF *Bench: Bloomberg 1-3 Gov 20 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS City of Kenai –Custody (as of December 31, 2025) Time to Maturity Liquidity %Market Value 0-1 Years 43.5%$15,297,414 1-2 Years 24.0%$8,417,490 2-3 Years 10.2%$3,568,230 3-5 Years 22.3%$7,844,496 Total 100%$35,127,630 IPS Constraints and Characteristics of the Portfolio ▪Investments shall have maturities less than 5 years ▪At least 20% of the portfolio shall be held in maturities of 1-year or less ▪No more than 30% of the portfolio may be invested in securities with maturities of longer than 2-years ▪Authorized instruments shall be limited to the obligations of the US Government, its agencies, repurchase agreements, and government money market funds Portfolio Composition May not add to 100% due to rounding Interest Rate & Market Outlook ▪The Federal Reserve decreased its benchmark rate three times over 2025 to 3.50-3.75%. Fed Fund Futures markets currently price in two rate cuts by end of 2026. ▪The FOMC terminal target rate decreases to 3.15% in 2026 and in 2027 stays flat to 3.18%. ▪Interest rates steepened across the curve during the quarter. The 2yr decreased by 13 basis points ending December at 3.48%. The 10yr increased 2 by basis points ending December at 4.17%. 67%70%71% 29%18%17% 9%10%2%1% 2%2%1% 0% 20% 40% 60% 80% 100% 12/31/2024 6/30/2025 12/31/2025 Treasuries MBS Agencies Cash CDs Appendix 22 |TRUSTED ADVISORS ·MORE EXPERTS ·BETTER ACCESS Disclosures Important Assumptions IMPORTANT:The projections or other information generated by Alaska Permanent Capital Management Company (APCM)regarding the likelihood of various outcomes are hypothetical in nature,do not reflect actual investment results,and are not guarantees of future results.There can be no assurance that the projected or simulated results will be achieved or sustained.The charts and data only present a range of possible outcomes.Actual results will vary over time,and such results may be better or worse than the simulated scenarios.Clients should be aware that the potential for loss (or gain)may be greater than that demonstrated in the simulations.Please note that the analysis does not take into consideration all asset classes,and other asset classes not considered may have characteristics similar or superior to those being analyzed. Important Legal Information These calculations are designed to be informational and educational only,and when used alone,do not constitute investment advice.APCM encourages investors to review their investment strategy periodically as financial circumstances do change. Model results are provided as a rough approximation of future financial performance.Actual results could produce different outcomes (either better or worse)than those illustrated by the model,since it is not possible to anticipate every possible combination of financial market returns.APCM is not responsible for the consequences of any decisions or actions taken in reliance upon or as a result of the information provided by the results of the model. Other Influences on Rates of Return Investment management fees:Returns are presented gross of management fees and include the reinvestment of all income.Actual returns will be reduced by investment advisory fees and other expenses that may be incurred in the management of the account.The collection of fees produces a compounding effect on the total rate of return net of management fees.As an example,the effect of investment management fees on the total value of a client’s portfolio assuming (a)quarterly fee assessment, (b)$1,000,000 investment,(c)portfolio return of 8%a year,and (d)1.00%annual investment advisory fee would be $10,416 in the first year,and cumulative effects of $59,816 over five years and $143,430 over ten years.Actual investment advisory fees incurred by clients may vary. Taxes:Unless noted otherwise,model results have not been adjusted for any state or federal taxes or penalties. Inflation:Unless noted otherwise,model results do not adjust any inputs or outcomes for inflation.Inflation is assumed to be constant over the investment horizon. Limitations Inherent in Model Results Limitations include but are not restricted to the following: Model results do not represent actual trading and may not reflect the impact that material economic and market factors might have had on APCM’s decision making if the actual client money were being managed. Extreme market movements may occur more frequently than represented in the model. Some asset classes have relatively limited histories.While future results for all asset classes in the model may materially differ from those assumed in APCM’s calculations, the future results for asset classes with limited histories may diverge to a greater extent than the future results of asset classes with longer track records. Market crises can cause asset classes to perform similarly over time;reducing the accuracy of the projected portfolio volatility and returns.The model is based on the long-term behavior of the asset classes and therefore is less reliable for short-term periods.This means that the model does not reflect the average periods of "bull"and "bear"markets,which can be longer than those modeled. The model represent APCM’s best view of the next 7-10 years,but is unlikely to reflect actual investment returns worldwide over this period.