MPI Transparency Lab
A free resource from MPI providing unique insight into the world’s largest and most opaque investments
The detailed individual endowment PDF reports are free with registration
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|
|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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- 2022 Return
- 10Y Return
*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.
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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