Snapshot of some basic allocation returns for the Year To Date period ending Sep 30, 2012.
Hedge funds are having a truly dismal year. It is actually shocking to see the spread this wide. For what its worth, the S&P 500 is +16.4% through Sep 30, 2012. It is not shown because we do not consider the S&P 500 a relevant benchmark for typical risk-oriented client portfolios.
And we include the below chart to show the paths taken for both the Yale and Ivy Portfolios:
(click to enlarge)