MPI Research Corner

Bridgewater Pure Alpha II Fund, the flagship fund of Bridgewater Associates – the world’s largest alternative investment management firm – has generated outstanding returns in the last twenty years with especially impressive performance since the Fall of 2008. Using MPI’s new Factor Search™ application, MPI’s endeavor is to capture dynamic betas embedded in Bridgewater fund’s [...]

Carmignac Patrimoine, the €24 billion flagship fund of French manager Carmignac Gestion, is back in the spotlight due to its good performance this summer. Despite the turbulence in European financial market, the fund rose 2.56% while its benchmark (50% MSCI AC World+50% Citi WGBI) lost -3.19% from June to August this year. Our cumulative return [...]

The investment seeks capital growth by investing in common stocks. The fund invests primarily in common stocks and seeks to invest in companies that appear to offer superior opportunities for growth of capital. It may also hold cash or money market instruments. The fund may invest up to 25% of its assets in securities of [...]

To achieve long term capital growth by exploiting special investment opportunities in Europe. The Fund will invest at all times at least 50% of its total assets (excluding liquid assets) in equities or other securities and participation rights. It will also invest, at all times, at least two-thirds of its total assets (excluding liquid assets) [...]

MPI’s Jeff Schwartz discusses how manager surveillance can help identify good managers and – more importantly – problem funds, before they negatively impact firms. Hear firsthand how a robust surveillance framework can provide analysts with advanced red flags and deeper fund analysis capabilities.