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Demise of Multi-class Investing?

| | Posted in: Strategic Allocation

Does multi-class investing boost performance for sophisticated investors such as educational endowments? In his June 2020 paper entitled "Endowment Performance and the Demise of the Multi-Asset-Class Model", Richard Ennis examines recent performance of educational endowment funds, with focus on allocations to alternative assets. Using performance data from a report on 774 university endowments and from hand-collected annual reports for some large individual endowments during June 2008 through June 2019, he finds that:

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