Andrew Lo is a respected Professor of Finance at MIT and the Founder and Chief Scientific Officer at the AlphaSimplex Group. I just watched his interview on this week's WealthTrack (2/24/2012). Unfortunately, his academic expertise has not translated in to real world financial expertise at his Natixis ASG Funds: DSFYX (8/3/2009 inception, $419M AUM, 1.45% ER), GAFYX (9/30/2008 inception, $1.5B AUM, 1.35% ER), AGMYX (10/21/2011 inception, $26M AUM, 1.45% ER), and ASFYX (7/30/2010 inception, $805M AUM, 1.45% ER). All of these funds have had truly underwhelming performances since inception. These funds may outperform going forward, but I will want to see more impressive track records before I will buy.