MPI Allocator

Whether you work with asset class-level optimization or product-level construction, Allocator is a robust analytical tool that provides greater insight into portfolio dynamics. With Allocator, you can construct custom portfolios, create asset allocations, analyze efficient portfolios along frontiers, and project future portfolio values leveraging one or more of several quantitative models.

The Allocator module also includes benchmark tracking capabilities for users who want to optimize their portfolios relative to a benchmark or implement an allocation across funds.

Efficient Frontier

MPI’s Patented Resampling Model

Ten-Year Portfolio Forecast

Key Benefits

• Run multiple portfolio optimization models, including MVO, Black-Litterman, CVaR, downside risk and mean-benchmark tracking.
• View the Efficient Frontier from almost any statistical perspective.
• Create robust, stress-tested portfolios with MPI’s patented resampling model, Calibrated Frontiers, while simultaneously viewing multiple other frontiers.
• Conduct forward-looking and historical performance simulations.

Key Features

• Run Monte-Carlo simulations or probabilistic forecasting of wealth and returns.
• Optimize on any user-defined objective, including expected return, alpha, yield, fees, custom fund ratings among other factors.
• Incorporate realistic considerations, like transaction costs, while exponentially weighting the covariance matrix.
• Identify results that are generated by asset allocation and portfolio optimizations leveraging MPI’s patented Frontier Map®¹ functionality.

Optional Packages

• Create your own custom analytics and access our patented resampling technique to automate scenario-based stress testing on your portfolio.

Learn more about the Optional Packages available for the MPI Stylus solutions.

Footnotes

• 1FRONTIER MAP® is a registered trademark of Markov Processes International.