MPI solutions and research are frequently featured in a number of financial and investment media outlets.

University endowments are at a crossroads

“Thanks to their high exposure to private markets, endowments have been sheltered from the worst effects of the market sell-off,” writes Pitchbook’s James Thorne, using MPI’s research. ”It will take several months, or even longer in the case of venture capital funds, for public and private asset prices to reach an equilibrium, assuming stocks and bonds remain depressed.” Please read full article here.

What Really Drove Losses at Four Major Endowments

It’s no surprise that many endowments have had a tough year. But the reasons these organizations struggled weren’t all the same, as Institutional Investor showed in a story based exclusively on MPI’s research and Dynamic Style Analysis (DSA) and Stylus Pro technologies behind it.

Hedge Funds Won’t Want to Hear This

“Evidence is piling up that allocators may be better off replicating the returns of the best hedge funds — a more complex version of indexing — rather than investing in them directly, ” writes Julie Segal with Institutional Investor in her piece about MPI’s latest research on Eurekahedge 50 index, developed in partnership with Eurekahedge, and the MPI Eurekahedge 50 Tracker.

Crypto Hedge Funds Deliver Bitcoin- Like Returns Without the Volatility

“In an exclusive analysis for Institutional Investor, Markov Processes International concluded that that cryptocurrency hedge funds tend to perform on par with Bitcoin but with less downside risk. The analysis also found a large amount of dispersion between funds,” writes Alicia McElhaney from Institutional Investor in her article “Crypto Hedge Funds Deliver Bitcoin- Like Returns Without the Volatility.” Please read the MPI research report here.

MPI’s Analysis of Allianz Structured Alpha Provided Key Lessons For Asset Owners

On May 15th, 2022, AllianzGI pleaded guilty to securities fraud and agreed to pay about $6 billion in penalties and restitution to investors in the Structured Alpha funds. Many months earlier, MPI’s September 2021 quantitative research Should Institutional Investors be Selling Market Crash Insurance? Do they Know They Are? revealed that the funds were effectively selling market crash insurance and putting investors’ money at risk in the case of market collapse. Read entire press release here.

Here’s a Snapshot of Equity Hedge Funds’ Exposure to Russia

“The type of analysis that MPI provides is particularly useful for determining broad exposures and risks in cases where data on underlying positions is not readily available — opaque hedge funds are a perfect example of this,” writes Julie Segal from Institutional Investor in her article covering latest MPI research.

Vanna and the Big Put: unusual suspects in a market mystery is citing research from MPI, J.P. Morgan and Societe Generale in their analysis of January 24th, 2022 market reversal: “MPI, which runs a replication index tracking 20 large systematic traders, says those firms (most likely) cut their S&P 500 exposure from 6.5% on January 18 to 0% by January 24.”

Fund analysts defend $2.5bn American Century strategy against claims of ‘closet indexing’

CEO and Co-founder Michael Markov discusses MPI’s analysis of claims that the American Century Value fund is a ‘closet indexer’ with Citywire.

Endowments Bearing Crypto Risks Reap Returns

FundFire cites MPI’s analysis of Duke University endowment’s 2021 annual returns, which estimates its position in Coinbase at approximately $1.3 billion.