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.
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Note how the first 3 allocations shown below are all clustered near +11% for 2012.
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And we include the below chart to show the paths taken for both the Yale and Ivy Portfolios:
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Source: www.etfreplay.com/
Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.
