| Investment portfolios to provide returns in excess of 0.10% of the benchmark (original)FMS-Financial Mgmt Services |
Measure Definition & Importance |
Monitoring the performance of the City's General Investment Portfolio is a key component to ensuring the City is managing its cash flow in the most prudent manner possible. Having said this, the concept of investment return is secondary to the objectives of preservation of principal and ensuring liquidity (i.e. ensuring the City has the funds to pay its obligations as they come due).
Investment portfolio earnings generated from the City of Fort Worth’s investment portfolio provide the City with additional cash resources on a monthly basis.
The monthly investment earning rate generated from the City of Fort Worth’s investment portfolio is measured against the yield of a 1-year Treasury Bill (Benchmark). The monthly investment earnings rate is calculated by taking the average of the Yield to Maturity of all of the investments.
The investment earnings rate is important since it helps assess the City of Fort Worth’s investment performance strategies.
The current fiscal year standard is the same as last year’s .1% target in excess of the benchmark (1-year Treasury Bill).Important Terms:
Active Yield - Percentage yield above the benchmark
City Yield - Monthly investment earning rate generated from the City of Fort Worth's investment portfolio.
Benchmark - Yield of a 1-year Treasury Bill
Overall Target - This is calculated as (Benchmark + .1%)
Analysis | |
Investment portfolio returns: % Active Return vs .1% Target |
Investment portfolio: $ Portfolio Book |
Service Areas |
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FMS.1.2 Treasury
FMS-Financial Mgmt Services
Investment portfolio returns: % City Yield vs Overall Target |
Attachments |
Measure Data | Last Calculated 11 days ago |
| Period |  | Status | Active Return | City Yield | Portfolio Book | Monthly $ Impact | Benchmark | Overall Target | High Variance (FY Target) | Low Variance |
|---|---|---|---|---|---|---|---|---|---|---|
| Oct-18 | | On Target | 0.22% | 2.91% | $ 862,272,382.69 | $ 155,927.59 | 2.69% | 2.79% | 0.10% | |
| Nov-18 | | On Target | 0.13% | 2.83% | $ 862,247,523.77 | $ 93,410.15 | 2.70% | 2.80% | 0.10% | |
| Dec-18 |  | Insufficient Progress | -0.04% | 2.59% | $ 845,261,984.73 | $ -27,471.01 | 2.63% | 2.73% | 0.10% | |
| Jan-19 | | Insufficient Progress | -0.01% | 2.54% | $ 862,300,777.53 | $ -6,826.55 | 2.55% | 2.65% | 0.10% | |
| Feb-19 | | Insufficient Progress | 0.02% | 2.56% | $ 862,264,343.22 | $ 17,245.29 | 2.54% | 2.64% | 0.10% | |
| Mar-19 | | Insufficient Progress | -0.02% | 2.38% | $ 862,266,403.35 | $ -14,371.11 | 2.40% | 2.50% | 0.10% | |
| Apr-19 | | Insufficient Progress | -0.01% | 2.38% | $ 863,188,952.54 | $ -10,430.20 | 2.39% | 2.49% | 0.10% | |
| May-19 | | Insufficient Progress | -0.12% | 2.09% | $ 862,315,487.54 | $ -83,716.46 | 2.21% | 2.31% | 0.10% | |
| Jun-19 | | Insufficient Progress | -0.06% | 1.87% | $ 848,102,150.93 | $ -44,171.99 | 1.93% | 2.03% | 0.10% | |
| Jul-19 | | Insufficient Progress | -0.03% | 1.97% | $ 862,993,552.55 | $ -19,776.94 | 2.00% | 2.10% | 0.10% | |
| Aug-19 | | Insufficient Progress | 0.08% | 1.58% | $ 863,402,442.65 | $ 53,962.65 | 1.50% | 1.60% | 0.10% | |
| Sep-19 | | Insufficient Progress | 0.06% | 1.69% | $ 863,816,559.27 | $ 44,990.45 | 1.63% | 1.73% | 0.10% | |
| Oct-19 | | Insufficient Progress | 0.09% | 1.61% | $ 864,361,129.12 | $ 66,627.84 | 1.52% | 1.62% | 0.10% | |
| Nov-19 | | Insufficient Progress | 0.08% | 1.69% | $ 865,091,037.73 | $ 59,835.46 | 1.61% | 1.71% | 0.10% | |
| Dec-19 | | On Target | 0.13% | 1.71% | $ 843,359,248.24 | $ 88,552.72 | 1.58% | 1.68% | 0.10% | |
| Jan-20 | | Insufficient Progress | 0.06% | 1.39% | $ 851,204,266.58 | $ 42,205.54 | 1.33% | 1.43% | 0.10% | |
| Feb-20 | | On Target | 0.13% | 0.99% | $ 851,443,288.63 | $ 92,594.46 | 0.86% | 0.96% | 0.10% | |
| Mar-20 | | On Target | 0.18% | 0.41% | $ 838,897,087.11 | $ 125,485.02 | 0.23% | 0.33% | 0.10% | |
| Apr-20 | | On Target | 0.17% | 0.37% | $ 828,818,091.67 | $ 114,653.17 | 0.20% | 0.30% | 0.10% | |
| May-20 | | On Target | 0.17% | 0.33% | $ 808,626,520.31 | $ 111,860.00 | 0.16% | 0.26% | 0.10% | |
| Jun-20 | | On Target | 0.14% | 0.30% | $ 808,424,515.12 | $ 96,000.41 | 0.16% | 0.26% | 0.10% | |
| Jul-20 | | On Target | 0.11% | 0.22% | $ 826,881,330.30 | $ 73,730.25 | 0.11% | 0.21% | 0.10% | |
| Aug-20 | | Insufficient Progress | 0.10% | 0.24% | $ 826,778,731.53 | $ 65,797.81 | 0.14% | 0.24% | 0.10% | |
| Sep-20 | | On Target | 0.12% | 0.23% | $ 834,923,409.06 | $ 81,405.03 | 0.11% | 0.21% | 0.10% | |
| Oct-20 | | On Target | 0.13% | 0.27% | $ 845,680,876.30 | $ 88,796.49 | 0.14% | 0.24% | 0.10% | |
| Nov-20 | | Insufficient Progress | 0.08% | 0.24% | $ 859,705,762.22 | $ 58,388.35 | 0.16% | 0.26% | 0.10% | |
| Dec-20 | | Insufficient Progress | 0.08% | 0.21% | $ 863,294,942.73 | $ 58,991.82 | 0.13% | 0.23% | 0.10% | |
| Jan-21 | | On Target | 0.12% | 0.23% | $ 863,189,277.58 | $ 84,160.95 | 0.11% | 0.21% | 0.10% | |
| Feb-21 | | On Target | 0.20% | 0.34% | $ 873,678,657.26 | $ 142,700.85 | 0.14% | 0.24% | 0.10% | |
| Mar-21 | | On Target | 0.20% | 0.36% | $ 883,365,924.16 | $ 146,123.45 | 0.16% | 0.26% | 0.10% | |
| Apr-21 | | On Target | 0.19% | 0.35% | $ 883,262,824.49 | $ 137,273.76 | 0.16% | 0.26% | 0.10% | |
| May-21 | | On Target | 0.19% | 0.33% | $ 858,687,925.45 | $ 137,390.07 | 0.14% | 0.24% | 0.10% | |
| Jun-21 | | On Target | 0.17% | 0.42% | $ 858,651,153.89 | $ 121,642.25 | 0.25% | 0.35% | 0.10% | |
| Jul-21 | | On Target | 0.13% | 0.32% | $ 858,534,931.64 | $ 94,081.12 | 0.19% | 0.29% | 0.10% | |
| Aug-21 | | On Target | 0.14% | 0.34% | $ 858,414,787.15 | $ 100,148.39 | 0.20% | 0.30% | 0.10% | |
| Sep-21 | | On Target | 0.17% | 0.45% | $ 873,067,545.05 | $ 121,138.12 | 0.28% | 0.38% | 0.10% | |
| Oct-21 |  | Monitoring/No Info | ||||||||
| Nov-21 | | Monitoring/No Info | ||||||||
| Dec-21 | | Monitoring/No Info | ||||||||
| Jan-22 | | Monitoring/No Info | ||||||||
| Feb-22 | | Monitoring/No Info | ||||||||
| Mar-22 | | Monitoring/No Info | ||||||||
| Apr-22 | | Monitoring/No Info | ||||||||
| May-22 | | Monitoring/No Info | ||||||||
| Jun-22 | | Monitoring/No Info | ||||||||
| Jul-22 | | Monitoring/No Info | ||||||||
| Aug-22 | | Monitoring/No Info | ||||||||
| Sep-22 | | Monitoring/No Info |
Performance Liaison |
| CH | Crystal Hinojosa (FMS - Financial Management services) |
Measure Type |
Data Owner |
Target Type |