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

MPI joins with BarclayHedge to produce dynamic hedge fund indices

“We are especially well known for our ability to analyse complex, or opaque, products such as hedge funds,” Rohtas Handa, EVP and Head of Institutional Solutions at MPI explains to AlphaQ’s Beverly Chandler. “Using our Dynamic Style Analysis model,” he adds, “if we are given a set of returns, we can give you a clearer idea of what the drivers of performance are and how they change month to month.” Read the full article here.

Passive 2.0: This Is Not Jack Bogle’s Index Fund

“MPI’s new effort is an attempt to create an alternative to existing hedge fund benchmarks that follow the entire market and whose composition can fluctuate as smaller funds fail to report their holdings or close altogether,” explains Julie Segal in her coverage of the MPI Hedge Fund Indices launch. “MPI will instead include only the returns of the largest firms, which it believes are more stable and give a true picture of performance.” Read the full article here.

MPI Ties up with Eurekahedge & BarclayHedge

“Selection/non-reporting bias, survivorship bias, and backfill or instant history bias can all serve to artificially inflate index returns, which are often higher for non-investable than for investable hedge fund indices,” explains Hamlin Lovell, in his feature article on the launch of MPI’s Hedge Fund Indices business. “According to MPI, these biases can be overcome by building a representative index comprised of a selective group of the largest funds.” Read the article here.

This Firm is Warning Investors to Be Wary of Smart-Beta Bond Funds

“The smart beta label still represents a small, new, heterogeneous, and most likely misunderstood, group of exchange-traded funds in the fixed income space,” says MPI’s Megan Woods in this article on Smart Beta bond funds by Institutional Investor‘s Julie Segal.

Authers’ Note: Ivy League

“Only Princeton and Columbia have managed to beat a 60/40 portfolio (since 2007), even though it started just before one of the worst crashes for public equities in history. Yale has almost matched it–but it went to far more trouble than it would have taken just to put the endowment’s money into conventional public assets,” writes the FT‘s John Authers in his latest article looking at Ivy League endowment returns, which cites our FY 2017 report.

Ivy Endowments Have Topsy-Turvy Year in Fiscal 2017

“Brown and Cornell bucked their historical trends by outperforming Yale, Princeton, and Harvard. Over the past 11 fiscal years, either Brown, Cornell, or both were among the bottom two performers among Ivy League endowments.” This CIO article features interview with MPI’s Sean Ryan and discusses our 2017 Ivy Endowment returns analysis report.

The Haves vs. the Haves-Not as Much

“Since 2007, only half of Ivy League endowments added positive returns to their portfolios through manager and security selection,” writes Pensions & Investments’ Charles McGrath in his latest analysis of the Ivy League endowments’ investment performance, which features a chart from our 2017 Fiscal Year Ivy League endowment research report.

How Smart Is Smart Beta?

“These products are not any different from managed products being offered 20 to 30 years ago, except they’re accessing these market anomalies that investors believe will produce returns via an automated process,” explains our CEO Michael Markov in that ETF Advisor’s article featuring MPI research on smart beta

Harvard’s Poor Run Holds Lessons for University Endowments

“Markov Processes International… uses a model to infer what returns would have been from the endowments’ asset allocations. This led to two key findings… ” John Authers cites MPI’s 2017 Ivy League Endowment returns analysis in his weekly Financial Times Smart Money column.