Fund of Funds
Recent events and market turmoil have even the best fund of funds looking to enhance their risk analysis and portfolio construction processes. To meet this need, MPI’s Stylus products enable professional analysts to greatly improve their quantitative research and reporting. Our tools are used to analyze individual managers and portfolios, optimize portfolios and integrate proprietary data of nearly any kind.
- Analyze risk exposure and style drift through superior returns-based analysis and validation techniques
- Assess manager skill
- Screen and monitor large manager universes with our visual search/selection tool
- Design custom manager rating or ranking systems
- Specify custom peer groups
- Integrate proprietary and third-party data (quantitative, qualitative and fundamental)
- Create unlimited content: charts, tables, reports and templates
- Optimize portfolios with mean-variance optimization (MVO), Black-Litterman, Calibrated Frontiers (MPI’s proprietary resampling technique) and much more
- View multiple efficient frontiers at the same time
- Proprietary re-sampling technology
Stylus Pro Suite, our flagship software product, is the most advanced research and reporting platform available. Its unmatched flexibility and power make it the optimal choice of fund of funds.
- Optional Module Recommendations
- Advanced Analytics: This module provides additional analytic features such as custom manager ratings, scorecards or other custom analytics, as well as returns-based Value at Risk (VaR).
- Automation: MPI’s automation capabilities turn Stylus Pro into an incredibly powerful and flexible publishing engine, allowing "one-click" production of fact sheets, reports, marketing materials, etc.
- High Frequency Analysis: Capture additional portfolio dynamics; detect shifts more quickly with daily data and analyze a broad range of products using daily indices across asset classes and countries.