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The latest information on our product and service enhancements, client wins and company moves.
Executive Vice President Bill McBride was invited to present on the institutional challenges of investing in smart beta products at Financial Research Associates’ Smart Beta 2.0. The presentation, “Benchmarking Smart Beta: What Are the Rules for Measuring Nontraditional Strategies” was given to an audience of asset owners and investment managers. To see the presentation, please contact us.
MPI partners with Eurekahedge to create and maintain the Eurekahedge 50 Index, a new benchmark index tracking the top 50 hedge funds. The Eurekahedge 50 Index was created to meet the demands of institutional hedge fund investors seeking a more selective benchmark reflective of diversified institutional quality hedge fund portfolios. The Eurekahedge 50 Index tracks the returns of the top hedge funds based on longevity, assets under management and quality of risk-adjusted returns, taking into account stability and consistency. See the press release here.
In light of CalPERS’ termination of its ARS hedge fund program, Risk Magazine asked MPI to look at the relationship between scale, selection and impact of allocations to hedge funds on the portfolio risk and return profile at pension funds. Testing a hypothetical pension portfolio with allocations to hedge funds of 1%, 5% and 10%, the study finds significant positive benefits on total returns and risk-adjusted returns of hedge fund allocations at the 5% and 10% levels, though negligible impacts on the risk and return profile at the 1% level. The findings contribute to the industry debate about the role of hedge funds in defined benefit plans, including issues of scale and selection, as well as fee structure challenges and the need to evolve. The research appeared first in Risk Magazine’s November issue, and was later referenced in Asset International’s Chief Investment Officer, DailyAlts and widely in the Twitter sphere. For the full research, see MPI’s Research Corner.
MPI’s analysis of Pimco Total Return is exclusively quoted in The New York Times, reposted on ZeroHedge and linked to in Barron’s “Focus on Funds”.
MPI announces the new release of software platform Stylus Pro Version 11, a powerful tool for quantitative manager research, surveillance, risk analysis, portfolio construction and custom reporting. Read the full press release
MPI Chairman Michael Markov was a guest contributor to FINalternatives and published an article utilizing MPI’s Dynamic Style Analysis (DSA) technique applied to Bridgewater’s All Weather Portfolio. Read the full article here.
MPI Chairman Michael Markov will present in Moscow at the Advanced Finance and Stochastics International Conference (June 24-28) organized by Steklov Mathematical Institute, PreMoLab and STRADO. Mr. Markov’s presentation will focus on the use of mathematical models for detection of leverage and fraud in hedge funds.
Managing Director Jeff Schwartz Presents at Fund Manager Selection London on Utilization of Risk and Strategy Factors for Manager Analysis and Selection. Contact us for more information on the presentation and utilizing Stylus for risk factor analysis of managers and portfolios.
Sponsors, advisors and asset managers can now assess and visualize TDFs against their peer group. Launched at ASPPA 401k Summit, TDF Analytics is available in Stylus Web and Stylus Pro. To see a sample report, click here. Stylus Pro users can download the template here. Contact us to learn more.
MPI is proud to partner with EDHEC-Risk Institute for what is shaping up to be a captivating conference with top European institutions and investment houses in London come March 26-27th.