MPI Research Corner

Progenitors of risk parity and TIPS, facilitators of the Chicken McNugget, and managers of the world’s largest hedge fund, Bridgewater Associate’s now $65bn All Weather Fund has become legend amongst institutional investors (to say nothing of other asset management firms) looking to weatherproof their beta and modernize their portfolios. Predicated on Ray Dalio, Bob Prince [...]

        Nominated as fixed income fund manager of the decade by Morningstar and now leading the fastest growing mutual fund (by assets) in history, Jeffrey Gundlach has enjoyed no shortage of accolades. Indeed, many investors and industry watchers suggest the bond king crown belongs on his head. With the growing chorus telling [...]

North America Equity USD denominated funds’ performances range from -54.91% to 13.04% over the last 52 weeks (ending December 2, 2011), in USD terms. On average, the best 5% of the funds outperform the market (pegged to the S&P 500 Index) by approximately 5.13% and the worst 5% underperform by approximately 15.73%. We last analyzed [...]

Equity Emerging Markets Global funds’ performances range from -43.56% to 7.49% over the last 52 weeks (ending October 28, 2011), in EUR terms. On average, the best 5% of the funds outperform the market (pegged to the MSCI Emerging Markets Index) by approximately 7.95% and the worst 5% underperform by approximately 14.04%. We last analyzed [...]

Equity Europe funds’ performances range from -29.7% to 10.84% over the last 52 weeks (ending September 30, 2011), in EUR terms. On average, the best 5% of the funds outperform the market (pegged to the MSCI Europe Index) by approximately 9.67% and the worst 5% underperform by approximately 11.3%. We last analyzed this asset class [...]