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Tracking BFOR: Searching for Style in a Stockpicker’s ETF

At the request of Barron’s “Focus on Funds” and “ETF Focus” columnist Brendan Conway, MPI performed a quantitative analysis of BFOR, an exchange-traded fund (ETF) based on the Barron’s 400 Index. The index, which seeks to identify “America’s high performing companies” in an effort to beat the market by investing in “growth at a reasonable […]

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Crisis in the Rearview Mirror: Monitoring Mutual Funds in the Five Year Window

March marked the first month that the impact of extreme down markets of the Financial Crisis faded out of 5 year fund performance histories. With the darkest days of 2008 and Q1 2009 removed from 5 year track records and associated risk measures, significant shake-ups are being felt in many DC fund “scorecards”, investment policy […]

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Risk Parity – What’s in a Name?

Risk Parity funds enjoyed notable fundraising success between 2008 and mid-2013. Investors found the funds’ concept of making money throughout market cycles, whether high or low growth, inflation or deflation, to be quite compelling following the Financial Crisis, only to be surprised midway through last year by an environment unfavorable to investors with exposures to […]

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Brilliance Bundled in Quantity: The Quest to Understand Liquid Alts

Liquid Alternatives are rapidly gaining a foothold in investors’ portfolios. A recent survey of Defined Contribution (DC) consultants by Pimco showed bullish predictions on the growth prospects for liquid alternatives and enthusiasm for the inclusion of these offerings in DC retirement plan lineups and products, including custom target date and target risk funds. 40 Act […]

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The Taper at the Beach: Pimco, the Fed and a Quantitative Approach to the World’s Largest Bond Fund

In the WSJ’s February 24th exposé of the turmoil at the helm of Pimco, we saw a curious bit about tension at “the Beach” increasing in the summer of 2013. During this period, according to the Journal, conflict between then co-CIOs Bill Gross and Mohamed E-Erian became apparent to staff, and Gross restricted trading at […]

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