Looking for a shortcut here if someone can help me out. Basically I am looking for a summary of the asset allocation of the major endowments and sovereign wealth funds and their historical returns. Most (maybe all) of these funds release the data publicly in their annual reports but I am hoping not to have to go to the trouble of compiling it myself. Ideally someone would be able to point me to an article in the Financial Analysts Journal or something similar that has compared the various strategies and returns of these funds. Anyone know of any resource that might help me?
NACUBO does an annual survey of endowment returns & asset allocation: http://www.nacubo.org/Research/NACUBO_Endowment_Study/Public_NCSE_Tables_.html The free data is aggregated, not for specific schools. Don’t know of anything comparable for SWF.
Thanks