That is just crazy. These are not high-risk/return investments funds. Just load up on a diversified bluechip portfolio, and make sure you follow all the other sheep so that you can't be singled out for getting something wrong.
Will that strategy net you a 20% return on your investment? Because that's what Yale's fund managers achieved.
The bigger the fund the higher the percent returns, but that's not because they are better at "investing" (i.e. moving capital from losing companies in a competitive market to winning companies), it is because there are successively more exclusive financial instruments whose benefit to the market is successively more dubious but return higher and higher margins. In other words the system is gamed at multiple levels and the more money you have, the more exclusive gamed systems you get to play, and you pay the gatekeepers more and more, but hey "everyone" wins (where everyone means everyone at this level of exclusivity and higher).