About this episode

The episode discusses historical and expected returns for university endowments and analyzes managed futures strategies for investment portfolios.

How historical and expected returns for university endowments can guide us in setting reasonable return expectations. We also analyze managed futures strategies to see how they work, how they have performed, and how to use them in your investment portfolio. Insiders Guide Email Newsletter Get our  free Investors' Checklist when you sign up for the free Money for the Rest of Us email newsletter Our Premium Products Asset Camp Money for the Rest of Us Plus Show Notes 2025 NACUBO-Commonfund Study of Endowments (NCSE) Results—NACUBO Princeton University cuts expectation for endowment returns by Sun Yu—The Financial Times Demystifying Managed Futures by Brian K. Hurst, Yao Hua Ooi, and Lasse H. Pedersen—AQR Investments Mentioned AQR Managed Futures Strategy Fund I (AQMIX) iMGP DBi Managed Futures Strategy ETF (DBMF) KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) WisdomTree Managed Futures Strategy Fund (WTMF) First Trust Managed Futures Strategy Fund (FMF) Return Stacked US Stocks & Managed Futures ETF (RSST) Related Episodes 524: Facing a Financial Squeeze: What Harvard’s Response Can Teach the Rest of Us 204: Why Are Investment Returns So Low? 180…

People in this episode

Host: J. David Stein

Topics covered

• managed futures
• investment strategies
• endowment returns
• portfolio management
• financial analysis

Keywords

• managed futures
• endowment returns
• investment portfolio
• financial strategies
• AQR Investments

Mentioned in this episode

Organizations: Princeton University, AQR Investments, NACUBO, Commonfund

Products: AQR Managed Futures Strategy Fund I (AQMIX), iMGP DBi Managed Futures Strategy ETF (DBMF), KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM), WisdomTree Managed Futures Strategy Fund (WTMF), First Trust Managed Futures Strategy Fund (FMF), Return Stacked US Stocks & Managed Futures ETF (RSST)

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