US public pension profile· New Mexico PERA
Public Employees Retirement Association of New Mexico
Funding, investment choices and long-term returns.
New Mexico ·Fiscal year 2025
New Mexico PERA: fiscal year 2025 at a glance
- Market value of assets
- USD 18.6 billion
- Total membership
- 129,772
- Funded ratio
- 65.23%
- Assumed investment return
- 7.25%
Asset allocation in 2025
Returns to 2025
| One year | 9.69% |
|---|---|
| Five years | 8.66% |
| Ten years | 6.60% |
New Mexico PERA: size and funding over time
| Fiscal year | Market value of assets | Membership | Funded ratio | Return assumption |
|---|---|---|---|---|
| 2001 | USD 8.0 billion | 61,334 | 105.40% | 8.00% |
| 2002 | USD 7.8 billion | 62,754 | 103.10% | 8.00% |
| 2003 | USD 8.1 billion | 63,588 | 97.30% | 8.00% |
| 2004 | USD 9.3 billion | 65,877 | 93.10% | 8.00% |
| 2005 | USD 10.1 billion | 69,107 | 91.70% | 8.00% |
| 2006 | USD 11.2 billion | 74,168 | 92.10% | 8.00% |
| 2007 | USD 13.1 billion | 75,247 | 92.80% | 8.00% |
| 2008 | USD 11.9 billion | 77,164 | 93.30% | 8.00% |
| 2009 | USD 8.8 billion | 79,555 | 84.20% | 8.00% |
| 2010 | USD 10.0 billion | 84,528 | 78.50% | 8.00% |
| 2011 | USD 12.0 billion | 85,746 | 70.50% | 7.75% |
| 2012 | USD 11.6 billion | 85,106 | 65.30% | 7.75% |
| 2013 | USD 12.7 billion | 89,613 | 72.90% | 7.75% |
| 2014 | USD 14.4 billion | 92,732 | 75.81% | 7.75% |
| 2015 | USD 14.3 billion | 96,479 | 74.92% | 7.75% |
| 2016 | USD 13.8 billion | 100,974 | 75.25% | 7.75% |
| 2017 | USD 14.8 billion | 103,130 | 74.89% | 7.75% |
| 2018 | USD 15.2 billion | 105,925 | 71.56% | 7.25% |
| 2019 | USD 15.5 billion | 94,374 | 69.94% | 7.25% |
| 2020 | USD 14.7 billion | 96,234 | 70.29% | 7.25% |
| 2021 | USD 17.8 billion | 115,222 | 71.43% | 7.25% |
| 2022 | USD 16.4 billion | 117,862 | 69.95% | 7.25% |
| 2023 | USD 16.6 billion | 121,602 | 67.69% | 7.25% |
| 2024 | USD 17.4 billion | 125,914 | 67.21% | 7.25% |
| 2025 | USD 18.6 billion | 129,772 | 65.23% | 7.25% |
New Mexico PERA: asset allocation over time
| Fiscal year | Public equity | Fixed income | Private equity | Real estate | Hedge funds | Cash |
|---|---|---|---|---|---|---|
| 2001 | 58.44% | 41.44% | 0.00% | 0.00% | 0.00% | 0.12% |
| 2002 | 51.56% | 43.34% | 0.00% | 0.00% | 0.00% | 5.09% |
| 2003 | 63.86% | 36.07% | 0.00% | 0.00% | 0.00% | 0.08% |
| 2004 | 64.90% | 34.54% | 0.00% | 0.00% | 0.00% | 0.55% |
| 2005 | 65.81% | 33.75% | 0.00% | 0.23% | 0.00% | 0.21% |
| 2006 | 72.94% | 26.88% | 0.00% | 0.18% | 0.00% | 0.00% |
| 2007 | 73.28% | 24.79% | 1.93% | 0.00% | 0.00% | 0.00% |
| 2008 | 65.95% | 24.72% | 7.14% | 0.00% | 2.08% | 0.11% |
| 2009 | 57.38% | 27.82% | 8.46% | 0.00% | 3.63% | 0.15% |
| 2010 | 71.14% | 11.51% | 0.00% | 0.00% | 0.00% | 0.11% |
| 2011 | 66.47% | 12.36% | 0.00% | 0.00% | 0.00% | 0.07% |
| 2012 | 63.66% | 10.21% | 0.00% | 0.00% | 0.00% | 3.89% |
| 2013 | 56.86% | 21.55% | 0.00% | 0.00% | 0.00% | 0.06% |
| 2014 | 49.89% | 24.31% | 4.15% | 2.82% | 10.61% | 6.13% |
| 2015 | 47.32% | 31.78% | 4.83% | 3.21% | 5.97% | 3.72% |
| 2016 | 44.69% | 30.40% | 6.44% | 4.98% | 3.72% | 7.23% |
| 2017 | 39.13% | 27.80% | 11.13% | 7.12% | 5.23% | 6.67% |
| 2018 | 31.97% | 35.12% | 5.75% | 6.73% | 5.53% | 1.21% |
| 2019 | 27.99% | 35.64% | 6.52% | 6.79% | 6.99% | 0.29% |
| 2020 | 21.91% | 30.61% | 7.63% | 7.10% | 20.17% | 0.21% |
| 2021 | 16.52% | 27.21% | 10.87% | 7.57% | 25.64% | 0.44% |
| 2022 | 22.54% | 27.25% | 18.23% | 10.12% | 7.80% | 0.31% |
| 2023 | 22.47% | 48.26% | 12.94% | 0.00% | 0.00% | 0.25% |
| 2024 | Not reported | Not reported | Not reported | Not reported | Not reported | Not reported |
| 2025 | Not reported | Not reported | Not reported | Not reported | Not reported | Not reported |
New Mexico PERA: investment returns
Each year shows the return over the preceding one, five and ten years.
| Fiscal year | One year | Five years | Ten years |
|---|---|---|---|
| 2001 | -1.85% | 12.27% | Not reported |
| 2002 | -2.07% | 7.92% | Not reported |
| 2003 | 3.71% | 4.98% | Not reported |
| 2004 | 15.55% | 5.12% | Not reported |
| 2005 | 9.85% | 4.82% | Not reported |
| 2006 | 11.74% | 7.58% | Not reported |
| 2007 | 18.08% | 11.68% | Not reported |
| 2008 | -7.40% | 9.17% | Not reported |
| 2009 | -24.11% | 0.37% | Not reported |
| 2010 | 15.02% | 1.29% | 3.04% |
| 2011 | 22.50% | 3.17% | 5.35% |
| 2012 | -0.38% | -0.28% | 5.53% |
| 2013 | 13.26% | 3.82% | 6.46% |
| 2014 | 17.40% | 13.29% | 6.64% |
| 2015 | 1.84% | 10.40% | 5.83% |
| 2016 | 0.49% | 6.18% | 4.71% |
| 2017 | 11.10% | 8.53% | 4.08% |
| 2018 | 6.90% | 7.31% | 5.58% |
| 2019 | 6.38% | 5.29% | 9.17% |
| 2020 | -1.52% | 4.57% | 7.49% |
| 2021 | 25.36% | 9.46% | 7.78% |
| 2022 | -1.67% | 6.44% | 7.64% |
| 2023 | 4.23% | 5.90% | 6.60% |
| 2024 | 8.66% | 6.35% | 5.82% |
| 2025 | 9.69% | 8.66% | 6.60% |