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Retirement fund posts slight quarterly decline but outperforms benchmark; consultants recommend asset-liability study

3298395 · May 14, 2025
AI-Generated Content: All content on this page was generated by AI to highlight key points from the meeting. For complete details and context, we recommend watching the full video. so we can fix them.

Summary

Callan consultants told the Lexington Fayette Police and Fire Retirement Fund on May 14 that the fund fell about 0.6% in the quarter ending March 31 but outperformed its benchmark by roughly 10 basis points. Consultants recommended an asset-liability study and signaled a review of the fund's international equity structure.

John Kallen of Callan and Jim O'Connor reviewed capital markets and the Police and Fire Retirement Fund's portfolio at the Lexington Fayette Urban County Government meeting on May 14, 2025. The fund declined about 0.6% for the quarter ending March 31, 2025, but outperformed its policy benchmark by roughly 10 basis points on a gross-of-fees basis.

Kallen framed the market backdrop as volatile: the S&P 500 fell 4.3% in the first quarter, the Russell 2000 dropped about 9.5%, and U.S. fixed income and non-U.S. equities rebounded in May. Kallen said the S&P had recovered about 5.2% through the Monday in May presented to the board. He noted the Federal Reserve was standing pat on rates and that tariff pronouncements injected added uncertainty to markets.

The consultants emphasized that fixed income has moved from a pure…

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