Fund Research

Our library of individual fund and peer group analysis. Looking for a specific fund or peer group that you don’t see? Let us know.

Using MPI’s Dynamic Style Analysis (DSA), we analyzed 600 equity hedge funds to assess their exposure to Russian equities

PIMCO Income fund had some of the largest by size exposure to Russian debt. We use quant tools to monitor daily the size and impact of this segment on the fund’s performance from the start of the Russian attack on Ukraine.

A fund’s alpha is at the core of a class-action lawsuit.

Does alleged index hugger American Century Value really belong on the naughty list?

We use Allianz Structured Alpha hedge fund as an illustration to demonstrate how investors could apply quantitative techniques to assess potential risks of complex volatility strategies.

Using Norwegian pension as an example we provide a quick and easy path for US pensions to become more transparent and regain trust of their beneficiaries as well as general public

In 2019, we presented a return-based analysis framework that can be used to analyze complex fixed income funds such as PIMCO Income fund. In this updated blog, we apply a similar methodology to the fund as we did previously to evaluate the performance of the fund during the COVID market distress.

The quantitative research and approach demonstrated in this white paper, helps to provide a useful and pragmatic framework for investment practitioners to screen for liquidity risks when selecting new fixed-income products, as well as when conducting ongoing monitoring of their current bond funds.

How have risk parity funds actually acted (or reacted) during the current crisis? We use our Stylus Pro system to estimate changes in allocations and leverage levels.

We use our Stylus Pro system’s patented Dynamic Style Analysis (DSA) with daily fund data to determine whether U.S. equity mutual funds have substantially decreased market exposure in the highly volatile period from early-February to mid-March