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Not one lvy League Endowment Beat a Simple us 60-40 Portfolio Over ten Years
Posted at 6 Aug by Shalin

So, I am writing our LP investor commentary and I come across this article. We believe there are structural reasons related to the commoditization of pedigrees, disappearance of illiquidity premia, and smart beta ETF revolution, as to why the 60/40 benchmark may never be beaten again utilizing endowment style, fixed asset allocation. The issue in Fund Management today is that few understand how to solve Allocators’ problems. And in the most acute cases, many Allocators do not think they have a problem. Hence, an overall cycle of decay in active management and emphasis on increased salesmanship over substance.

Now, before you read on, in defense of Endowments (whom I greatly respect as Investors), a couple of clarifications:

Nonetheless, as someone who actually managed an Endowment styled portfolio with access to top investments globally, this overall theme of alpha decline is real. We can argue over the degree, but it has been a persistent feature of capital markets since I began as a professional nearly 20 years ago.

NOT ONE IVY LEAGUE ENDOWMENT BEAT A SIMPLE US 60-40 PORTFOLIO OVER TEN YEARS


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