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Ivy League
November 15, 2017
"Only Princeton and Columbia have managed to beat a 60/40 portfolio (since 2007), even though it started just before one of the worst crashes for public equities in history. Yale has almost matched it--but it went to far more trouble than it would have taken just to put the endowment's money into conventional public assets," writes the FT's John Authers in his latest article looking at Ivy League endowment returns, which cites our FY 2017 report. Click here to read our full 2017 report.
Ivy Endowments Have Topsy-Turvy Year in Fiscal 2017
November 13, 2017
"Brown and Cornell bucked their historical trends by outperforming Yale, Princeton, and Harvard. Over the past 11 fiscal years, either Brown, Cornell, or both were among the bottom two performers among Ivy League endowments." Click here to read MPI's 2017 Ivy Endowment returns analysis report.
The Haves vs. the Haves-Not as Much
November 7, 2017
"Since 2007, only half of Ivy League endowments added positive returns to their portfolios through manager and security selection," writes Pensions & Investments' Charles McGrath in his latest analysis of the Ivy League endowments' investment performance, which features a chart from our Ivy League endowment research series. Click here to read the full report for Fiscal Year 2017.
How Smart Is Smart Beta?
November 2017
"These products are not any different from managed products being offered 20 to 30 years ago, except they're accessing these market anomalies that investors believe will produce returns via an automated process," explains our CEO Michael Markov in that ETF Advisor's article looking at smart beta products. Click here to check out MPI's research series on smart beta.
Harvard’s Poor Run Holds Lessons for University Endowments
October 4, 2017
John Authers cites MPI’s 2017 Ivy League Endowment returns analysis in his weekly Financial Times Smart Money column. Click here to read MPI’s research note.
MPI Releases Stylus Workspace for Product Analysis and Monitoring
October 3, 2017
“We are addressing the demand from a lot of asset managers who struggle to analyze more complex products, such as quantitative smart beta,” MPI President Jeff Schwartz tells WatersTechnology in an article about the launch of Stylus Pro Version 11.3. Click here to read the press release.
MPI Launches Updated Quantitative Analysis Tool
September 26, 2017
“Many advisors want to conduct quantitative analysis, but most don't have the time. A new tool from Summit, N.J.-based (MPI) may help them perform more in-depth research on client portfolios and investment products,” writes Financial Advisor in an article about our recent Stylus Pro Version 11.3 launch. Click here to read the press release.
Research Tools to Complement Position-Related Regulations
September 21, 2017
“MPI has delivered a new research modelling technology that includes a quantitative research framework for the analysis and monitoring of managed products,” writes Global Investor Group in an article about our recent Stylus Pro Version 11.3 launch. Click here to read the press release.
MPI Updates Platform Ahead of Risk Testing Tool Launch
September 21, 2017
“(MPI) will expand its risk, stress testing capabilities within the year,” writes Fund Technology in an article about our recent Stylus Pro Version 11.3 launch. Click here to read the press release.
Why Investors Are Pulling Money From GTAA Funds
February 22, 2017
Based on analysis from MPI's Megan Woods, Institutional Investor's Julie Segal reviews the performance of prominent Global Tactical Asset Allocation (GTAA) funds. With recent underperformance driving outflows to the once fast-growing group of strategies, the MPI study seeks to help fund selectors better evaluate GTAA products, a group of disparate, complex and often opaque funds that can potentially add valuable diversification to portfolios. For the full GTAA analysis, see "Parsing the Dynamics of Global Tactical Asset Allocation (GTAA) Funds" on the MPI Research Corner.
The risk-parity fire sale that didn't happen
February, 13 2017
Supported by quantitative analysis and commentary from MPI Director of Research Apollon Fragkiskos, takes a comprehensive look at risk parity funds' behavior, finding that Q4 2016 returns suggest the strategy did not engage in a sell-off or act systematically to push market volatility up and asset prices down as some critics assumed.

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