Hedge Fund of Funds
Managing a hedge fund of funds can be a complex undertaking. Selecting appropriate funds from a wide array of complicated strategies (often with limited transparency and short data histories), constructing a portfolio, managing risk at both the manager and portfolio level and then articulating the approach to clients can be exceptionally challenging. MPI’s Stylus Pro Suite is the right tool for the job with its combination of analytic firepower, proprietary models and exceptional flexibility.
MPI’s patented Dynamic Style Analysis (DSA) model is essential for separating alpha from beta, detecting leverage, reconciling performance with strategy and identifying red flags that may indicate fraud or return manipulation.
- Detect rapid style shifts, leverage and shorting using Dynamic Style Analysis (DSA), MPI’s patented regression model
- Understand systematic risk factors driving fund returns
- Separate alpha from beta
- Perform meaningful analysis with even six months of historical data
- Reconcile performance with the manager’s stated strategy
- Calculate superior returns-based analytics and proprietary validation techniques
- Analyze portfolio statistics, perform “hypotheticals,” etc.
- Build optimal portfolios with mean-variance optimization (MVO), Black-Litterman, Calibrated Frontiers (MPI’s proprietary resampling technique), multiple frontiers and much more
- Create unlimited content, reports and template designs
- Construct custom peer groups, analytics and manager rating systems
- Link to your proprietary databases with ease
- Automate repetitive processes and periodic reporting
The Stylus Pro Hedge Fund Pack is the most advanced research and reporting platform available for hedge fund of funds. Its array of features has one purpose: to improve the quality and efficiency of hedge fund analysis and portfolio construction.