Endowment hit hard by Hedge Fund crash

<p>I know a certain CS teacher who proclaimed to his class his crappy salary is due to want to teach, not research.
But, most teachers, at least in my realm of engineering, do perform research, but don't throw away teaching because of it. Even the top researchers here who aren't even professors (there are a couple) teach a class or two randomly. I don't think it's fair to say all professors top priorities revolve around research. Many love teaching their classes, but there are those who are very research driven.</p>

<p>UVa's endowment will indeed rebound, but some of our assets (such as stakes in private equity firms) have indeed been sold for a fraction of their purchase price.</p>

<p>galoisien, I suggest that you study economics, business and finance a bit more before referring to capital markets as a "pyramid scheme", as I've seen you do in at least one other thread.</p>

<p>As for research funding: much, if not most, of that funding comes from private foundations, corporations and the federal government. Obviously some of those sources will be tight for money this year, but I don't know that there will be an incredibly dramatic drop in research dollars. But I could be wrong.</p>

<p>Many of you likely don't understand the extent of this collaspe nor understand how long it takes to recover a loss.</p>

<p>a 20% loss requires a 25% gain just to break even. It is likely the loss is greater than this, probably 30%. Now you need a 43% gain just to break even. 43% gains don't just come along everyday. The NASDAQ was over 5000 in 2000 but is now almost 70% lower eight years later.</p>

<p>Even worse, most potential donors no longer have appreciated stock to donate. Most major contributions are in the form of appreciated stock as the donor is able to give a large amount without subjecting themselves to the tax on the appreciated security. Thus you can expect lower overall donations due to this as well as the layoffs throughout the economy and lower bonuses.</p>

<p>Overall a down looking picture in my opinion for sometime. Let us not forget either that the Nikei is at a 28 year low so investments don't ALWAYS come right back.</p>

<p>Those of us graduating soon sure understand. It's unfair to say none of us understand what's going on. It's just that UVa isn't being hit as hard as others. The types of jobs UVa grads hold are not going to be affected as much as the lower/middle class jobs.</p>

<p>And you're right, nothing is going to come right back. But, it has to, at some point, whether it's sooner or later.</p>

<p>Really, shoebox? Really? Are you aware of what's happened to finance and consulting recruiting this year? That's where a huge amount of UVa's brightest business-minded students go, and it's very bleak this year.</p>

<p>Ok, in general. And yes, I know comm kids are pretty much screwed, but I was hoping to keep from completely smashing souls on here, like yours.</p>

<p>It's not just comm schoolers who work in finance and consulting...</p>

<p>
[quote]
galoisien, I suggest that you study economics, business and finance a bit more before referring to capital markets as a "pyramid scheme", as I've seen you do in at least one other thread.

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</p>

<p>I don't think I've been alone in that criticism. For the life of me I can't figure out what inherent economic utility there is for most people in holding most stock -- except to resell it, because surely it's not to reap the meagre dividends. My criterion for pyramid scheme: no utility except in resale.</p>

<p>You should elaborate on your silly ideas and mail them into the economist or the Wall Street Journal. I'm sure they'd love to be set straight by an eighteen-year-old with little education.</p>

<p>Play nice...</p>

<p>I'm glad you're back Cav.</p>

<p>Write a letter? lol. I'm not against capital markets per se lol, just *overhype<a href="e.g.%2099%%20of%20the%20market">/i</a>. Now I'm probably still very much misinformed, but I simply see very little utility in touching the market at all when it has such absurdly high P/E ratios and so much irrational behaviour. In such a case I believe, it is accurate to call the entire setup a pyramid scheme. </p>

<p>Especially when you're talking about managing institutional wealth like endowments (which by definition should be for the long-term) and tossing them into games so dependent on others' irrational behaviour ... or worse, founded on irrational behaviour. </p>

<p>It seems much safer and responsible to use institutional wealth (especially wealth meant for the welfare of hundreds of thousands of students, faculty and alumni) to build something of lasting institutional value. </p>

<p>And yes, at this point my limited education can only make me conceive of rent-charging empires, and yes, you will argue from tradition and say that things have been done the capital market way for hundreds of years for a reason (despite the drastically different nature of those markets today and 150 years ago). In that case, please better inform me. I can't be much worse than them Cav Daily editorials.</p>

<p>Wow, didnt read the article but I am definitely surprised with UVA's exposure to hedge funds, I dont really understand the need for an institution like UVa to get so heavily involved in the speculative risk associated with the hedge funds. Quants and their models have been devastated by this crisis, I am really interested to see how the hedge funds and private equity firms look after the dust settles.</p>

<p>
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, I dont really understand the need for an institution like UVa to get so heavily involved in the speculative risk associated with the hedge funds

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</p>

<p>Exactly.</p>

<p>Especially since we have to reinvest half our returns to continue getting returns anyway...</p>

<p>The only problem is that we're playing Monday Morning QB. </p>

<p>Although these funds were were doing risky things, they had shown immense profits and I dont think they had ever even posted losses before this year (as an industry). So I can somewhat understand the idea of putting money in the hedge funds, given that they had always performed well (Yes, I know this contradicts my previous post). </p>

<p>That said, I feel as though UVA should've focused on long-term investments with more inherent security.</p>

<p>My guess is that when you look at 3, 5 and probably 1 year returns by next fall, the UVA portfolio will still have done better than most of our parents'. Probably worse than Harvard, Yale or Princeton, but still not bad (in relative terms). Hard to make money these days.</p>

<p>For those still wanting to be financial engineers, there is a nice article by Michael Lewis at The</a> End of Wall Street's Boom - National Business News - Portfolio.com</p>

<p>Again MUST come back? Rethink my post about the Japanese market 28 years later.</p>

<p>Look back at how long it took to come back from 1929.</p>

<p>This is not your run of the mill recession. Rumors were that GE was two days from being bankrupt as they couldn't roll over their commerical paper.</p>

<p>Buy and hold is what brokers always preach. The mantra from the talking heads on CNBC</p>

<p>Luckily I learned about investing from Investors Business Daily and have been in cash most of the year.</p>

<p>There's no way GE was "two days from bankrupt". The company is just too big, and reaches too far into places that don't just directly rely on consumer purchases. Those rumors are just that: rumors.<br>
And, things will turn around. Prices will drop, inflation will drop, people will suddenly have "more" money due to decreased prices, and things will turn around. Hopefully we'll stop importing so much stuff and try to bring those types of industries back, but we'll see. You're stupid if you think the economy won't come back within the next few years, frankly. Not everyone is hit hard by this, there is a substantial amount of the population that was either in debt/low income troubles before all of this (they don't count), and many people who are holding steady because they have solid jobs and invested wisely. Anyone who has investments in the stock market has obviously been hit, but it may not make a difference in their life. The Great Depression affected nearly everyone across the nation. The two just can't be compared.</p>

<p>So since I'm a TA I get these employee emails, you guys might find them amusing (the first one was basically "No we are not going to fire you")...</p>

<p>
[quote]
To all members of the University Community:</p>

<p>Yesterday, Governor Tim Kaine released his plan to meet the State's 2009 fiscal shortfall of $973.6 million.</p>

<p>The overall reduction for the University of Virginia is $10.6 million, which equates to 7 percent of our General Funds. In addition, the state's Equipment Trust Fund has been frozen, which means the University is unable to spend its $10 million allocation for the purchase of equipment needed largely for research.</p>

<p>The Governor also has deferred the 2 percent salary increase scheduled to go into effect Nov. 25. This salary deferment applies to all University employees, both staff and faculty. The Governor's plan, however, confirms the University's long-held practice of avoiding layoffs. Layoffs have never been a part of our strategies when faced with budget cuts.</p>

<p>The reduction for the College at Wise is $754,459, which equates to 5 percent of its General Funds. Equipment Trust funds in the amount of $244,009 are frozen. The College also is subject to the 2 percent salary increase deferral; no layoffs will be implemented.</p>

<p>Given the financial instability of the nation's economy and now this news from the state, I know that each of you is wondering what the impact will be on you personally and on the area in which you work.</p>

<p>First, recall that the Governor alerted the state earlier this fall that there was a strong possibility of budget cuts ranging from 5 to 15 percent. Since that time we have been preparing for these reductions. Your deans and vice presidents have been looking for ways to adjust spending -- without affecting services to the students and patients who depend on the University every day. It is important that we do our best to protect our core missions of teaching, research, patient care and public service without noticeable interruptions.</p>

<p>As a public university, we have weathered economic downturns before. There is no doubt that such downturns are disruptive and of deep concern to all of us. And we do not underestimate the impact of the delayed salary increases on you, especially at a time when some departments may be required to keep positions open in order to make necessary budget cuts.</p>

<p>I want to reiterate that we have no plans for layoffs. We will be depending on the strength and resilience of all our employees to help us through these difficult times. The current situation will require us to make tough decisions, but it also may create a new fiscal discipline and greater strategic thinking. In some cases, we will have to decide what we can and cannot do. It is my sense that this discipline and analysis will make us more efficient in how we work.</p>

<p>The University is better positioned than many other institutions because our outstanding fiscal managers handle our resources so well, and because we are the recipients of generous private support. All have helped us create a margin of excellence here that would not have been possible had we to rely primarily on dwindling -- and often erratic -- state support.</p>

<p>Despite these cuts, we are moving ahead with several health benefit enhancements and six innovative initiatives from the Commission on the Future of the University that will further distinguish U.Va. as a national and global leader in higher education.</p>

<p>I want to reassure each of you that while these are indeed difficult times, the University of Virginia will remain a stable institution and a stable work environment. It is a place that you - and the people we serve - can depend on.</p>

<p>We have always emerged from financial downturns a stronger organization. Working together, we will do that again now.</p>

<p>John Casteen</p>

<p>Please note: If you have questions, simply reply to this email with them and we will post responses in a Q&A format on UVAToday -- UVA</a> Today -- early next week.</p>

<p>To read the Governor's press release, go to:</p>

<p>Official</a> Site of the Governor of Virginia</p>

<p>To see a video of the Governor's press conference, go to: <a href="http://www.youtube.com/watch?v=Brf29buSqV0.OR%5B/url%5D"&gt;http://www.youtube.com/watch?v=Brf29buSqV0.OR&lt;/a&gt;&lt;/p>

<p>President Casteen approved distribution of this message.

[/quote]
</p>

<p>
[quote]
To the University community:</p>

<p>We are living in turbulent financial times. We see the impact on our daily lives when we go to the grocery store or the gas station, when we check on our retirement accounts, and when we pay our monthly bills.</p>

<p>It is impossible to read the newspaper or watch the evening news without being confronted by the significance of the upheaval in the world's financial markets.</p>

<p>Last month, President Casteen wrote to you about the impact on the University of the state's mandatory $10.6 million budget cut, which is intended to help offset the state's 2009 fiscal shortfall of $973.6 million.</p>

<p>Today, I write to bring you up to date on the state of the University's endowment and to reiterate, as President Casteen did, that the University is a stable place of employment, as well as a financially strong institution. Despite the financial crisis, our endowment continues to give us the means to cope with reductions in state support and plan for our future.</p>

<p>As you know from news reports, the University's endowment, like endowments throughout the nation, has been affected by the fall-off in equity markets worldwide over the last several months. Fortunately, the value of our endowment has not dropped as much during this period as the markets.</p>

<p>When the economic crisis hit in late summer, the long-term pool invested by the University of Virginia Investment Management Company (UVIMCO) decreased from $5.1 billion on June 30 to $4.2 billion on Oct. 31. This is a 20 percent decrease; the S&P 500 index dropped 24 percent over the same period.</p>

<p>Some recent news reports, I am sorry to say, have misinterpreted the status of our endowment and in some cases declared us to be in "distress". These accounts are simply inaccurate.</p>

<p>It is important to focus on the fact that UVIMCO has sufficient liquid assets to cover its obligations. The University has had no problem issuing debt thanks in part to a strong credit rating; we have not curtailed our building program; we have not reduced the current year payout from the endowment - in fact, we have increased it; and we have taken steps to protect services to our students and patients.</p>

<p>The University's long-term investments are diversified and positioned to take advantage of a recovery that will eventually come. UVIMCO has made decisions that call for investments to be made in private managers over the next three years totaling $700 million to a billion dollars. UVIMCO has the liquidity to make these investments as planned and will meet the capital calls.</p>

<p>There also appears to be widespread misunderstanding of what the University's endowment comprises and just how much goes into our operating budget.</p>

<p>The University of Virginia's long-term pool, invested by UVIMCO, consists of three major components: the core endowment overseen by the Rector and Visitors of the University of Virginia, the University's corporate entity ($2.6 billion as of Oct. 31, 2008); University-related foundations' endowment ($1.0 billion); and other non-endowment assets ($0.6 billion).</p>

<p>While we know that the University's core endowment is extremely important to the University's future, and to supporting such initiatives as new academic programs and the growth of AccessUVA - funds from the endowment make up just 4.8 percent of the University's $2 billion operating budget. We benefit from a very diverse set of revenue sources that stabilize our institution in times such as this - a fact often cited by bond rating agencies. These include tuition, state funds, sponsored programs, sales, patient revenues, and gifts.</p>

<p>An institutional endowment is intended to create a perpetual source of support for the long-term aspirations of the University. It is complex and must be carefully managed by a team of smart, agile, and extremely knowledgeable individuals. In our case, UVIMCO is that team.</p>

<p>UVIMCO's staff and its board of investment professionals have done an extraordinary job of managing the University's assets, bringing in a 10-year average annual return of 12 percent through the period that ended Oct. 31, 2008, including a 25.2 percent return in fiscal year 2006-2007. The average return on the S&P 500 index for the same 10-year period was zero percent.</p>

<p>The long-term averages reflect great stability and resilience in the University's investment strategy.</p>

<p>We have seen economic instability in the past, managed through it and emerged stronger. During the first Gulf War, the University's endowment reported a negative 10.2 percent for the third quarter but finished fiscal year 1991 at plus 8 percent. During the 1987 stock market crash, the endowment reported a negative 12.2 percent for the fourth quarter but closed out the fiscal year at no loss.</p>

<p>We are drawing on our experience of earlier downturns and working to maintain our momentum as the economy slows. In fact, we plan to take advantage of some of the investment opportunities that are emerging. You should also know that while we are feeling the effect of the external markets, additions continue to be made to the long-term investment pool: $150 million has been added since July 1.</p>

<p>UVIMCO's experienced staff understands the challenges of the global markets. They have invested for the long term and have been able to help the University withstand previous financial crises. The endowment has been positioned to minimize the market risks. These are the times when we remind ourselves that taking this long view is, in fact, the prudent way to operate.</p>

<p>Last June, the Board of Visitors approved an increase in the annual distribution of the endowment from 4.5 percent to 5 percent, which translates to $161 million in fiscal year 2008-2009. We will make this distribution as planned despite the current economic conditions. As a result, our schools and departments will have more resources at their immediate disposal.</p>

<p>The University is committed to doing the right things to assure the long-term health of the endowment, and I have every confidence that as the world markets begin to stabilize, the University will benefit. In the midst of the economic crisis, the University received reaffirmation from the top three rating agencies of the University's AAA bond rating, in conjunction with the issuance of tax-exempt long-term bonds. During the current economic crisis, we have had no problem issuing debt thanks in part to this strong credit rating.</p>

<p>I will not begin to speculate on when the markets will improve or how fast they will return to levels seen before the recent decline. The current stress may last several years. What we do know is that the markets will strengthen over time.</p>

<p>What does it mean to you as a University employee? What we are going through is part of a global recession that has affected both the University's state budget and our endowment. Although this is unfortunate, the endowment is responding to the downturn as we would expect. We anticipate that you as an employee will feel minimal impact.</p>

<p>Our intention is to manage well in the current climate and come out of this as a stronger institution. We thank you for your ongoing support and confidence as we work through these tough economic times together.</p>

<p>Leonard W. Sandridge
Executive Vice President and Chief Operating Officer</p>

<p>Executive Vice President and Chief Operating Officer Sandridge approved distribution of this message.

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</p>

<p>The following email, sent by President Casteen earlier this evening, discusses UVa's financial situation in these challenging times.</p>

<p>Dear Alumni, Parents, and Friends:</p>

<p>All of us are feeling the effects of the global economic crisis. I write to let you know how this crisis is affecting the University and how we are working to protect and sustain our operations. Because press (and blog) speculations about what the crisis is doing to universities, including us, have been both numerous and generally mistaken, I want also to respond to a few misstatements about the impact of the financial meltdown on our endowment.</p>

<p>The economic situation affects us in several ways. We see evidence of the crisis in state budget shortfalls. Last month, Governor Kaine released a plan to meet the state's 2009 fiscal shortfall of $973.6 million. The overall reduction for us is $10.6 million, or ca. 7 percent of our General Funds. The Governor has deferred a 2 percent salary increase scheduled to go into effect November 25. This delay applies to staff and faculty members. We have never used layoffs here as a means to balance budgets. Layoffs are not a strategy for us now. We are cutting expenditures in many areas throughout the University. Units that depend heavily on tax dollars are particularly stressed as we round out this quarter.</p>

<p>These cuts did not come as a surprise. Through press releases, the Governor alerted everyone earlier this fall of the strong possibility of budget cuts ranging from 5 to 15 percent. Since then, we have been preparing for reductions. Deans and vice presidents have been planning permanent reductions in spending. The instructions given to them have included prohibitions on affecting essential services to students and to patients who depend on us every day. In bad times, we protect our core work of teaching, conducting research, providing best-practice care for patients, and providing public service. We do not look for ways to panic those who count on us. We seek to provide these essential services without noticeable interruptions.</p>

<p>A second effect of the global economic crisis is evident in the University's endowment, which has seen a decrease in value coinciding with the fall-off in global equity markets. The long-term pool invested by the University of Virginia Investment Management Company (UVIMCO) decreased from $5.1 billion on June 30 to $4.2 billion on October 31—a decline consistent with the best results reported so far by similar endowments. This is a 20 percent decrease. The S&P 500 index dropped 24 percent over the same period of time.</p>

<p>UVIMCO is taking all available steps to assure the long-term health of the endowment. We expect to see gradual recuperation when global financial markets begin to stabilize. With this in mind, we are continuing to build the endowment. We have added $150 million to UVIMCO's long-term pool since July 1. Last June, the Rector and Visitors approved an increase in the annual distribution of the endowment from 4.5 percent of equity to 5 percent. That adjustment in spending translates to $161 million in fiscal year 2008-2009. Despite the current economic crisis and consistent with the Rector and Visitors' instructions, we are making this distribution as planned. As a result, our schools and departments will have more resources at their immediate disposal for the remainder of this year than they had before the state cuts. </p>

<p>Though the recent drop in the endowment's value is consistent with what is happening all around us, it is an aberration in a long story of success. UVIMCO's staff and its board of investment professionals have managed the University's assets uncommonly well during the last decade, bringing in a 10-year average annual return of 12 percent through the period that ended October 31, 2008, including a 25.2 percent return in fiscal year 2006-2007. The average return on the S&P 500 index for the same 10-year period was zero percent. Prudent investment strategies have allowed us to weather previous downturns. During the first Gulf War, the University's endowment reported a negative 10.2 percent for the third quarter but finished fiscal year 1991 at plus 8 percent. During the 1987 stock market crash, the endowment reported a negative 12.2 percent for the fourth quarter but closed out the fiscal year at no loss. Our endowment bounced back from those losses. It will bounce back from these current losses. Our colleagues at UVIMCO understand the nuances of the global markets. They invest for the long term, as they should, not simply for a single quarter or even a single year. </p>

<p>Ill-informed stories in the press and in blogs about the structure and status of the endowment have created at least some misunderstanding and misleading speculation. The long-term pool invested by UVIMCO consists of three major components: the core endowment overseen by the Rector and Visitors, the University's corporate entity ($2.6 billion as of October 31, 2008); University-related foundations' endowments ($1.0 billion); and other non-endowment assets ($0.6 billion). While the core endowment is important for supporting initiatives such as new academic programs and the growth of the Board's AccessUVa financial aid program, funds from the endowment make up just 4.8 percent of the overall operating budget, which is $2 billion this year. Other revenue sources—tuition, state funds, sponsored programs, sales, patient revenues, private gifts—stabilize the University in tough times.</p>

<p>For several reasons, we remain confident about both the near-term and the more distant future. All three of the major rating agencies confirmed our AAA-bond rating in conjunction with the issuance of $231 million in tax-exempt long-term bonds in May 2008. Since then, and as recently as last week, our bonds have sold promptly when issued and at the best rates in the market. This bond rating provides financial strength and stability to help us get through this period of economic turmoil. During the current crisis, we have had no problem issuing debt, in part because of this strong credit rating. We do not expect this crisis to end next week. Our planning and financial positioning assume a long, slow recovery and more than a few new realities as the nation and the world move from today's economy to whatever circumstances we may confront in the future.</p>

<p>Despite today's economic environment, we continue to make solid progress in the Campaign for the University of Virginia. Current and future support commitments totaled $1.783 billion as of the end of September. Generous gifts made during the first half of the campaign have given us momentum heading into the second half. We are continuing to invest in new capital construction and new academic programs to support our students and faculty—and to create jobs for persons who live in this region. We are working steadily to create centers of excellence in science, engineering, and biomedicine, while continuing to support core strengths in the humanities. In all important ways, we are moving forward. </p>

<p>We have weathered economic downturns before. Public universities are subject to the same exaggerated up-cycles and down-cycles that have affected almost all public entities during the last half-century. The downturns disrupt important work. They can prevent students from distressed families from pursuing the best available educations, and thus create harm that extends across generations. Today's situation requires us to make hard decisions. If we make these decisions wisely and with our values clearly defined, today's crisis can also teach us new fiscal disciplines and improved strategic thinking. In some cases, we are deciding now what we cannot do and also what we must do. The discipline and analysis that lie beneath these decisions will make us more efficient and more effective. Through all of this, we will sustain our commitment to access for all qualified students who apply, to uninterrupted excellence in teaching, research, and patient care, and to a stable work environment for the staff and faculty members whose work and accomplishments have made our University the world's standard of excellence in public higher education. </p>

<p>Expert fiscal managers who handle our resources wisely and with their eyes on our goals as a university and members of our University family all over the world make us stronger in this down-cycle than other universities are. Private philanthropy gave our University its beginning. Private giving has sustained it during tough times. All of us are making hard decisions at home in these days. I have been asked this week for advice about what kinds of year's-end gifts might make the biggest difference this year. My answers to these questions necessarily vary because each of us has her or his top priority. Betsy and I put most of our gifts into a fund that will eventually provide scholarships for children of staff and faculty members. This year, we are making an additional year's-end gift to AccessUVa. Our reason for giving more to AccessUVa is that we are personally concerned that the first and most serious damage done by this economic downturn may be to top students whose parents will not be able to afford to send them to college because of the ongoing national catastrophe in student financial-aid programs. Others may make any number of other decisions about their own gifts. If Bob Sweeney or your school's dean or Craig Littlepage or I can help as you decide your own purposes this year, please send an email to one of them or to me (<a href="mailto:jtc@virginia.edu">jtc@virginia.edu</a>). We will respond as quickly as we can.</p>

<p>Whatever you may decide to do (or not do) as this year approaches its end, I am grateful for your gifts and guidance and volunteer leadership in past years. You have helped make ours one of the top universities in the world. In this time of economic uncertainty, we will rely more than ever on you—on your time and talents and material gifts—to help us hold our ground and build new strengths for the future. For this, and for your unfaltering commitment to this bulwark of Mr. Jefferson's imagining and making, I am in every sense grateful.</p>

<p>John Casteen</p>