Business

CPP fund makes 4.5% in most recent quarter

A sinking Canadian dollar helped the main CPP investment fund to a 4.5 per cent gain in the last three months of 2015 as it made money on foreign exchange.

Fund benefits from foreign exchange gains due to lower loonie

The Canada Pension Plan's main investment fund made a return of 4.5 per cent in the last three months of 2015, the CPP Investment Board said Wednesday.

The lower loonie was a big factor in that gain, the CPPIB said.

The CPP Fund had assets at year-end of $282.6 billion, an increase of $9.7 billion from three months earlier. Net investment income in the quarter grew by $12.3 billion, while the CPP fund had cash outflows of $2.6 billion.

"The CPP Fund routinely receives more CPP contributions than required to pay benefits during the first part of the calendar year, partially offset by payments exceeding contributions in the final months," a CPPIB release said.

The board said fixed income results in the quarter were mixed, while gains from global equities helped the CPP fund to grow.

"Our globally diversified portfolio allowed us to earn significant gains from foreign exchange, as the Canadian dollar depreciated against most foreign currencies," said Mark Wiseman, the chief executive of the CPP Investment Board.

"The design of our highly diversified portfolio continues to deliver growth during positive market conditions, while preserving value by moderating the effect of difficult markets on the downside."

The benchmark index of the TSX fell 1.4 per cent in the final three months of 2015.

Sustainable for 75 years

The chief actuary of Canada, who last reported on the CPP Fund two years ago, said the fund is sustainable for the next 75 years at the current contribution rate of 9.9 per cent of insurable earnings.

Over the last five years, the fund has had an annualized inflation-adjusted return of 10.3 per cent.

Over 10 years, the annualized real return is 5.8 per cent. 

The chief actuary's projections assume a real (after inflation) return of 4.0 per cent.