UK pension funds have had another good year, according to both UK investment performance measurement companies.

The WM Company, with over 75% of the UK market, and CAPS, with 22%, both calculate that pension funds enjoyed an overall average return of over 11% in 1996. (CAPS figures are provisional.)

For WM, the top equity performer was the US with a 13% return while Japan was the lowest with a negative return of 22%.

Overseas returns were hit by the appreciation of the pound which was up 8% on the US dollar and 16% on Europe and Japan. Thus returns for local investors were around 22% for US equities and 26% for European equities but fell to 13% and 12% respectively for UK investors.

WM figures show funds decreasing their US equity holdings from 4.3% to 3.8%, decreasing in Japan from 4.6% to 3.6%, and increasing European holdings from 7.9% to 8.4%

CAPS’ provisional figures largely agree with this analysis, suggesting returns of 11.3% for US equities and -17.5% for Japan, with European equities giving a return of 10.4%.

CAPS saw funds decrease US holdings from 2.9% to 2%, Japanese holdings from 4.3% to 3.5% and increase European equity holdings from 8.7% to 10%.

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