MPI Transparency Lab

A free resource from MPI providing unique insight into the world’s largest and most opaque investments

The detailed individual endowment reports in the table are free with sign-up

The detailed individual endowment PDF reports are free with registration

MPI Endowment Tracker

*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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  • Size
  • 2022 Return
  • 10Y Return
  • Attribution
  • Risk
  • Risk/Return
  • Efficiency
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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.

MPI Stylus for Institutional Investors

Using quarterly or monthly data in your analyses, as opposed to annual, provides unparalleled precision as shown in this NORGES study

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.

Latest Research

Have Endowments Adopted The Yale Model?

Have Endowments Adopted The Yale Model?

We look at the largest endowments and find striking similarities in their asset class exposures. At the same time, some endowments stand out both in terms of allocations and FY2016 performance....

Measuring the Ivy 2017: A Year in the Upside Down for Endowment Returns

Measuring the Ivy 2017: A Year in the Upside Down for Endowment Returns

In stark contrast to FY 2016, this past year was a strong one for most endowments. In fact, nearly all the Ivy League endowments, Harvard being the only exception, beat the 60-40 portfolio, a commonly cited benchmark that endowments measure their performance against. ...

Uncovering the Hidden Risks of the Endowment Model

Uncovering the Hidden Risks of the Endowment Model

It is generally known that endowments invest in risky assets, but quantifying such risks has remained challenging due to a lack of information about returns. We set out to address this challenge and developed a new basis for estimating endowment risks. ...