Comments on: Pimco Plots Asset Strategy to Mimic Yale Without Cash Strain http://www.mebanefaber.com/2009/09/01/pimco-plots-asset-strategy-to-mimic-yale-without-cash-strain/ Stock Market and Investing Blog of Mebane Faber Tue, 11 Oct 2011 15:24:53 +0000 hourly 1 http://wordpress.org/?v=3.2.1 By: grock http://www.mebanefaber.com/2009/09/01/pimco-plots-asset-strategy-to-mimic-yale-without-cash-strain/comment-page-1/#comment-4552 grock Fri, 04 Sep 2009 06:28:13 +0000 http://www.mebanefaber.com/?p=1705#comment-4552 Meb looks like El-Erian read the autograph copy of your book that you sent him.......LOL Meb looks like El-Erian read the autograph copy of your book that you sent him…….LOL

]]> By: grock http://www.mebanefaber.com/2009/09/01/pimco-plots-asset-strategy-to-mimic-yale-without-cash-strain/comment-page-1/#comment-2912 grock Fri, 04 Sep 2009 01:28:13 +0000 http://www.mebanefaber.com/?p=1705#comment-2912 Meb looks like El-Erian read the autograph copy of your book that you sent him.......LOL Meb looks like El-Erian read the autograph copy of your book that you sent him…….LOL

]]> By: macclary http://www.mebanefaber.com/2009/09/01/pimco-plots-asset-strategy-to-mimic-yale-without-cash-strain/comment-page-1/#comment-2911 macclary Thu, 03 Sep 2009 04:11:07 +0000 http://www.mebanefaber.com/?p=1705#comment-2911 One possibility for a more liquid hedge fund alternative might be something like Putnam's new mutual fund Putnam Absolute Return 700 (PDMAX), which is supposed to return 700bps over inflation. Based on a few months of returns it looks pretty smooth compared to other market neutral type mutual funds. It appears to hold roughly 50% cash, 40% investment grade bonds, and 10% stocks. Blurb:<br><br>"The fund combines two separate investment strategies. The beta strategy consists of a globally diversified asset allocation strategy. The alpha strategy involves the potential use of various 'overlay' strategies. These consist of diverse active trading strategies...market inefficiencies..." One possibility for a more liquid hedge fund alternative might be something like Putnam's new mutual fund Putnam Absolute Return 700 (PDMAX), which is supposed to return 700bps over inflation. Based on a few months of returns it looks pretty smooth compared to other market neutral type mutual funds. It appears to hold roughly 50% cash, 40% investment grade bonds, and 10% stocks. Blurb:

“The fund combines two separate investment strategies. The beta strategy consists of a globally diversified asset allocation strategy. The alpha strategy involves the potential use of various 'overlay' strategies. These consist of diverse active trading strategies…market inefficiencies…”

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