Is there a complex or opaque fund segment or peer group that you would like us to add to our research library? If so, please reach out to let us know.
Risk parity strategies can look very different from each other in implementation. They may have different risk budgets, risk targets, asset class buckets or even different definitions of risk. In this particular period, however, the disparity in performance is staggering.
Eight years ago, we partnered with Eurekahedge to develop a unique hedge fund benchmark. We review live performance of the index and its liquid tracker – MPI Eurekahedge 50 Tracker Index.
We embarked on a project to estimate 2022 FY performance for Ivies and major US university endowments… weeks before official reports become available.
A WSJ article features a fund which outperformed all of the actively managed US stock mutual funds by a large margin. We found its twin ETF from WisdomTree that was spared the accolades. And we use advanced quant techniques to dissect the strategy and its winning bets.
We look at the universe of active crypto hedge funds and observe that by and large they delivered on the promise… at least the ones that survived so far.
Investors – and the Feds – need to focus less on specific stories like MicroStrategy’s Bitcoin exposure, and more on how big the systemic risk picture may be for all of us.
Berkshire Hathaway had exceptional performance so far this year. We use quantitative analysis of its stock returns to provide some clues.
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.