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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.

(click to enlarge) Note how the first 3 allocations shown below are all clustered near +11% for 2012.

(click to enlarge)

And we include the below chart to show the paths taken for both the Yale and Ivy Portfolios:

(click to enlarge)


Source: Returns For Basic Asset Allocations Through Q3