The Summer of Their Discontent: FY2022 Endowment Performance Projections

We embarked on a project to estimate 2022 FY performance for Ivies and major US university endowments... weeks before official reports become available.

August 11, 2022

At the request of Leanna Orr, editor of With Intelligence and founder of The Allocator, we embarked on a project this year to estimate 2022 FY performance for major US university endowments. The challenge? Only annual endowment performance data is available, and because Q2 2022 private asset benchmarks aren’t yet published, we’ll have to project those as well.

This is not the first time we’ve tackled a project like this. Our MPI Eurekahedge 50 Tracker Index (BLOOMBERG: EHFI401), consisting of 25-30 liquid ETFs and priced daily, provides an estimate of what the TOP 50 hedge funds’ performance will look like – weeks before actual hedge fund data is available. (To create the Tracker ETF portfolio, we use monthly reported hedge fund returns as soon as they become available.)

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