Dalio’s Pure Alpha did 14% last year (although All-Weather got clobbered). Nice interview in Fortune mag – "Inside the World’s Biggest Hedge Fund". Pure Alpha has averaged 15% a year – although I am not sure why they reported the gross returns. That amounts to about 10.4% net after 2&20.
Does anyone have the Pure Alpha monthly returns? I posted the All-Weather returns awhile back but BW made me take them down. . .
Nice profile of Swensen in Portfolio magazine.