Tag Archives: MPI

Ivy League Endowments 2016 Performance Review

An 1873 meeting that brought Harvard, Yale and Princeton together to codify the rules of American football also debuted a sports conference later known as the “Ivy League — eight elite institutions whose heritage, dating from pre-Revolutionary times, became formative influences shaping American character and culture.  These schools also pioneered endowment investment management, thus helping […]

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2016’s Emerging Market Surprise: Peru Breaks Out, Performs Strong at Nearly 40%

A slowdown in China and other global economic turmoil were thought to spell trouble for Latin America in 2016, but as of May, most Latin American stock indices are actually outperforming the S&P, with Peru coming in at close to 40%. Peruvian stock indices have typically followed the returns of the DJ-UBS US Copper Index; […]

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Challenges in Analyzing PIMCO Total Return and Other Liquid Alternatives

Is a given hedge fund manager generating alpha?  Can that alpha be captured through more liquid alternative vehicles?  How can an investor truly reveal a portfolio’s net factor exposures when traditional assets are often being intermingled with credit default swaps, options, futures and leverage?  These questions continue to stymie investors – even though answers may […]

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