What serious executive experience does Alaska governor Sarah Palin have to justify her vice-presidential bid? This is a hot topic in the US presidential race. In fact, the 44-year-old ‘hockey mom' could claim that, during the months she has been governor, the $36bn (€25.1bn) Alaska Permanent Fund (APF) has become the best of all Sovereign Wealth Funds (SWFs) in the world, according to the Peterson Institute for International Economics, a non-partisan research organisation based in Washington DC.
The paper, ‘A blueprint for sovereign wealth fund best practices', was released in April by the Peterson Institute and ranked 33 SWFs on structure, governance, accountability and transparency, and behaviour, comparing them to 10 pension funds. The Alaska Fund got the highest grade - with the maximum 100 points for accountability and transparency, and a total evaluation of 94 points - ahead of Norway's sovereign fund (100/92) and the Canadian Alberta Heritage Fund (79/74), which also get their money from oil. The Alaska fund was also ahead of the biggest and best known US public pension fund, CalPERS (96/92). A previous similar study, published in 2007, ranked the Alaska Fund only fourth, below Norway, Alberta, Timor-Leste and CalPERS.
The APF was created in 1976, when Alaskans voted to amend the constitution to put at least 25% of the oil revenues into a dedicated fund to save for future generations "which would no longer have oil as a source of income".
The improvement in accountability and transparency happened under Palin who, after taking office in December 2006, appointed three of the six members of the board of trustees that oversees the Alaska Permanent Fund Corporation (APFC). By statute all the six trustees are appointed by the governor and have a four-year term; the other three members' terms are on-going. The APFC is a state-owned company that manages the assets of the APF.
The board meets six times a year and decides the asset allocation of the fund: the goal is a 5% above inflation rate of return in accordance with the prudent expert rule. The current asset allocation is 26% in US stocks, 13% non-US stocks, 14% global stocks, 19% US bonds, 3% non-US bonds, 3% infrastructure, 10% real estate, 6% absolute return and 6% private equity. The two final asset classes used to be 4% each: the switch was balanced by reductions in the allocations to US large cap stocks and non-US developed market stocks, as well as US bonds.
The bond portfolio is 80% internally managed, 20% externally managed. The stock portfolio is 66% actively managed and 34% passively managed; it is all given to over 30 external investment managers. Among the top 15 stocks in the fund's portfolio are Google and HP.
Last fiscal year performance, ending 30 June, was -3.6%, due to losses on the stock market (the US portfolio returned -11.7%, the non-US portfolio -5.5%, the global portfolio -10.2%), while the bond portfolio was positive (+6.2% for US bonds). Other investments returned more than 1%. "Considering the large returns we have seen for the last several years, including last year's 17.1% return, a correction in the market wasn't surprising," said APFC executive director Michael Burns. "Rising commodity prices, the weak dollar, and the problems with sub-prime mortgages and the related credit crunch, certainly made for a challenging year." In fact from 1985 to 2007 the annualised total return was 10.64% or 7.53% after inflation.
The fund's realised earnings - that is the income from bond interest, real estate rent payments, stock dividends and the profits from selling assets that have increased in value - can be spent by the Alaska Legislature for any public purpose. In part they are distributed to all Alaskans through an annual dividend. The 2008 dividend was $2,069. "$17.2bn has been distributed to eligible Alaskans since the dividend programme began in
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