Understanding the risks associated with an investment is the primary goal of any risk manager. MPI’s Stylus Pro software can be a powerful tool in that quest. The Stylus Pro Suite’s combination of analytic firepower and exceptional flexibility provides risk management professionals with the ability to identify risk factors, changes in portfolio behavior or even fraudulent activity before they appear in other tools.
Additionally, MPI’s patented Dynamic Style Analysis (DSA) model is essential for risk managers with significant hedge fund exposure. Now you can separate beta from alpha, detect leverage, reconcile performance with strategy and identify red flags that may indicate fraud or return manipulation.
- Understand systematic risk factors driving fund returns
- Detect rapid style shifts, leverage and shorting using Dynamic Style Analysis (DSA), MPI’s patented regression model
- Run returns-based Value at Risk (VaR) with full back-testing capabilities
- Create custom peer groups and analytics
- Power your analysis of traditional funds with daily data
- Overcome the limitations of short data histories
- Calculate superior returns-based analytics and proprietary validation techniques
- Analyze managers, portfolios and any other investment with a return stream
- Unlimited content, template and report design capabilities
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 risk managers.
- Optional Module Recommendations
- Dynamic Style Analysis (DSA): MPI’s proprietary regression model raises the bar for quantitative hedge funds analysis.
- 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.
- Advanced Analytics: This module provides additional analytic features, specifically the ability to calculate returns-based VaR, custom manager ratings, scorecards or other custom analytics.
- 401(k) & DC Reporting
- Advisors & Wealth Managers
- Asset Managers
- Family Offices
- Fund of Funds
- Hedge Fund Analysts
- Hedge Fund of Funds
- Institutional Consultants
- Institutional Investors
- Manager Research
- Marketing & Publishing
- Product Managers
- Risk Managers
Read more about how Wurts & Associates Manager Research group uses MPI Stylus Pro.
See a profile on MPI in the Financial Times including testimony from a sovereign wealth fund Stylus user on risk analysis and monitoring of managers.