Tag Archives: Ivy League Endowments

Measuring the Ivy 2017: A Year in the Upside Down for Endowment Returns

Summary While stranger things have happened, this year’s big winners and the factor exposures that drove their returns were certainly atypical. Overall, the Ivies reversed the disappointing results of FY 2016, with all registering positive returns and all but Harvard beating the 60-40 portfolio (only the second time that’s happened since 2009). Traditional under-performers outperformed, […]

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2017 Ivy Endowment Performance Puzzle: Was Equity Allocation Strategy Irrelevant?

Ivy League endowments number three (Cornell) and four (Penn) released their 2017 returns Friday, producing an impressive 12.5 percent and 14.3 percent return, respectively. When compared with Dartmouth and Harvard endowment returns, which we analyzed last week as part of MPI’s annual Measuring the Ivy endowment performance series, an interesting trend emerges. Regardless of their […]

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Measuring the Ivy 2017: Dartmouth vs. Harvard, Similar Exposures Yield Significantly Different Results

With the first two Ivy League endowments turning in their fiscal year 2017 returns, we’re providing a snapshot to compare how Harvard and Dartmouth did relative to each other using our patented Dynamic Style Analysis (DSA) model. DSA is an enhanced (returns-based) quantitative analysis model that provides a more transparent view of opaque or complex […]

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Have Endowments Adopted The Yale Model?

Using MPI’s Common Style to Understand the Endowment Landscape   Dispersion of 2016FY Results With limited data and only general information about their actual allocations, it can be difficult to identify the causes of the wide dispersion in the returns of endowments in 2016. Note the large spread between the highest and lowest performing endowments […]

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