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November 2024
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AAM Magazine
November 2024
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Japan’s GPIF incurs investment loss on Japanese stock selloff

GPIF
By Hui Ching-hoo   
November 5, 2024

Japan’s Government Pension Investment (GPIF) lost 9.13 trillion yen (US$59.95 billion) on investments in the second quarter of its current financial year as a huge selloff in domestic stocks led to the Nikkei 225 Index suffering its biggest daily loss in decades.

Along with losses on investments in both Japanese and foreign bonds, the pension giant earned a return of minus 3.57% in the July-September quarter compared to minus 0.3% in the same period a year ago.

According to the quarterly results published on November 1, the world’s largest pension fund incurred losses in nearly all of its investments, led by a 3.11 trillion yen loss on Japanese equity investments, which accounted for almost one-quarter of its 248.22 trillion yen of assets as of September.

The Bank of Japan’s interest rate hikes, unwinding of carry trades, and investors’ concerns about the health of the US economy all combined to drive the Nikkei 225 Index down more than 12% on August 7, the benchmark’s largest single-day loss in 37 years.

The GPIF’s Japanese and foreign bond investments posted losses of 571.5 billion yen and 169.6 billion yen, respectively.

Its investments in foreign stocks were a bright spot, earning the fund 2.6 trillion yen.

The GPIF’s annualised investment return since it was formed in 2001 was 4.26% as of September 2024.