MPI Transparency Lab

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MPI Endowment Tracker

#	Name	Endowment	MPI360 Report	Reported	AUM ($B)	2022 return	2021 return	3Y return	5Y return	10Y return	Risk	Private equity %	Sharpe Ratio	Risk 10Y	Assets	Fiscal Year-end
1	Brown	Brown	PDF	13/10/2022	6.5	-4.6	51.5	17.5	15.6	12.3	21.4	39	0.73	19.1	3.6	June
2	Columbia	Columbia	PDF	13/10/2022	13.3	-7.6	32.3	8.9	7.9	8.8	11.6	23	0.82	11.6	5.2	June
3	Cornell	Cornell	PDF	04/10/2022	9.8	-1.3	41.9	12.6	10.7	9.2	15.2	45	0.68	15.2	4.4	June
4	Dartmouth	Dartmouth	PDF	28/09/2022	8.1	-3.1	46.5	15.2	13.0	11.6	18.1	38	0.70	18.1	4.0	June
5	Harvard	Harvard	PDF	13/10/2022	50.9	-1.8	33.6	12.1	10.5	9.0	16.4	34	0.74	13.9	10.1	June
6	MIT	MIT	PDF	11/10/2022	24.6	-5.3	55.5	16.8	14.5	13.0	22.4	18	0.76	20.3	7.0	June
7	Princeton	Princeton	PDF	28/10/2022	35.8	-1.5	46.9	15.2	13.1	12.2	18.5	42	0.82	17.0	8.5	June
8	Stanford	Stanford	PDF	21/10/2022	40.1	-4.2	40.1	12.3	10.9	10.3	14.9	37	0.84	13.9	9.0	June
9	UPenn	Upenn	PDF	27/09/2022	20.7	0.0	41.1	13.4	11.9	11.1	14.4	36	0.77	14.4	6.4	June
10	Yale	Yale	PDF	04/10/2022	41.4	0.8	40.2	14.7	12.4	12.0	16.2	37	0.95	14.6	9.1	June
11	NACUBO $1B+	NACUBO $1B+			5.0	-4.5	37.3	10.4	9.3	8.9	14.8	18	0.60	13.9	3.2	June
12	NACUBO $500M-$1B	NACUBO $500M-$1B			0.7	-5.7	33.9	8.6	7.9	8.0	12.6	15	0.62	12.3	1.2	June
13	NACUBO Average	NACUBO Average			1.2	-8.0	30.6	7.0	6.9	7.4	11.5	15	0.63	11.2	1.5	June
14	Ivy Average	Ivy Average			23.3	-2.4	41.8	13.7	11.9	10.8	9.9	37	0.89	9.9	6.8	June
15	70-30 Global	70-30 Global				-14.0	26.4	4.6	5.6	6.8	14.9		0.82	14.9	0.0	June

*3-year, 5-year and 10-year returns are annualized. Standard deviation estimates are based on either historical or the most recent fund exposures (obtained through dynamic analysis of annual returns) and quarterly returns of risk factors over 10Y trailing window. 70-30 Global Benchmark is a quarterly rebalanced portfolio of 70% MSCI ACWI Index and 30% Bloomberg Barclay Aggregate Bond Index.

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*Standard deviation estimates are based on the most recent estimated fund exposures (obtained through dynamic analysis of annual returns) and quarterly returns of risk factors over 10-year trailing estimation window.

*Standard deviation estimates are based on historical fund exposures (obtained through dynamic analysis of annual returns) and quarterly returns of risk factors over 10-year trailing window.

*Sharpe Ratio calculation is based on a) 10-year reported annual returns and b) quarterly standard deviation estimates based on historical fund exposures (obtained through dynamic analysis of annual returns) and quarterly returns of risk factors over 10Y trailing estimation window.

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Disclaimer

Some statistics on this page are based on exposure estimates obtained through quantitative analysis and, beyond any public information, MPI does not claim to know or insinuate what the actual strategy, positions or holdings of the funds are, nor are we commenting on the quality or merits of the strategies. Deviations between our analysis and the actual holdings and/or management decisions made by funds are expected and inherent in any quantitative analysis. MPI makes no warranties or guarantees as to the accuracy of this statistical analysis, nor does it take any responsibility for investment decisions made by any parties based on this analysis.

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