Comments for MPI Research Corner http://markovprocesses.com/blog Innovative research articles, news and opinions Wed, 13 Feb 2013 17:56:27 +0000 hourly 1 http://wordpress.org/?v=3.5.1 Comment on Chart of the Week: Bridgewater All Weather and Permanent Portfolio by Wednesday links: social connections - Abnormal Returns | Abnormal Returns http://markovprocesses.com/blog/2013/02/chart-of-the-week-bridgewater-all-weather-and-permanent-portfolio/#comment-3498 Wednesday links: social connections - Abnormal Returns | Abnormal Returns Wed, 13 Feb 2013 17:56:27 +0000 http://markovprocesses.com/blog/?p=2576#comment-3498 [...] Are all-weather portfolios a viable alternative to balanced portfolios?  (LearnBonds also MPI) [...]

]]> Comment on Bridgewater Pure Alpha: How Much is Explained by Dynamic Beta? by Bridgewater All Weather and Permanent Portfolio performance http://markovprocesses.com/blog/2012/01/bridgewater-pure-alpha-how-much-is-explained-by-dynamic-beta/#comment-3494 Bridgewater All Weather and Permanent Portfolio performance Wed, 13 Feb 2013 14:02:27 +0000 http://markovprocesses.com/blog/?p=1890#comment-3494 [...] our previous analysis of Bridgewater Pure Alpha II, the firm’s actively-traded strategy, see here to download the [...]

]]> Comment on The View from the Top: Gundlach, TCW and MetWest by admin http://markovprocesses.com/blog/2013/01/the-view-from-the-top-gundlach-tcw-and-metwest/#comment-2476 admin Thu, 24 Jan 2013 22:16:36 +0000 http://markovprocesses.com/blog/?p=2475#comment-2476 Hi Jon, this chart actually does show total, not relative, returns using daily data on a 26 week rolling basis for the named funds and the benchmark (Barclays Capital Aggregate Bond Index). The Intermediate Term Bond Fund category, per Morningstar’s classification, provides the peer group backdrop, broken out by quartiles. These are fund performance stats:

Annualized Return, %
Through Dec-12

TCW Total Return Bond: YTD, 13.40%; 2yr, 8.67%; May 2010-Dec. 2012, 8.94%

DoubleLine Total Return Bond: YTD, 9.16%; 2yr, 9.33%; May 2010 – Dec. 2012, 11.69

Met West Total Return Bond: YTD, 11.39%; 2yr, 8.25%; May 2010-Dec. 2012, 8.11%

BC Aggregate Bond: YTD, 4.22%; 2yr, 6.01%; May 2010-Dec. 2012, 5.87%

(Source: Morningstar, MPI Stylus)

]]> Comment on The View from the Top: Gundlach, TCW and MetWest by jon b http://markovprocesses.com/blog/2013/01/the-view-from-the-top-gundlach-tcw-and-metwest/#comment-2355 jon b Tue, 22 Jan 2013 17:26:55 +0000 http://markovprocesses.com/blog/?p=2475#comment-2355 What about absolute numbers, not relative/%return?

]]> Comment on The View from the Top: Gundlach, TCW and MetWest by 10 Tuesday AM Reads | The Big Picture http://markovprocesses.com/blog/2013/01/the-view-from-the-top-gundlach-tcw-and-metwest/#comment-2348 10 Tuesday AM Reads | The Big Picture Tue, 22 Jan 2013 15:20:19 +0000 http://markovprocesses.com/blog/?p=2475#comment-2348 [...] knew, how little they understood (Wonkblog) • The View from the Top: Gundlach, TCW and MetWest (MPI Research Corner) • Inflation Hawks Are Waging War Against Their Own Hallucinations (The Atlantic) • Biotech [...]

]]> Comment on The View from the Top: Gundlach, TCW and MetWest by 10 Monday AM Reads | The Big Picture http://markovprocesses.com/blog/2013/01/the-view-from-the-top-gundlach-tcw-and-metwest/#comment-2277 10 Monday AM Reads | The Big Picture Mon, 21 Jan 2013 15:00:54 +0000 http://markovprocesses.com/blog/?p=2475#comment-2277 [...] the finance industry create? (Noah Opinion) • The View from the Top: Gundlach, TCW and MetWest (MPI Research Corner) • Taxing by John Cassidy  (New Yorker) see also How to Owe Capital-Gains Taxes Without Even [...]

]]> Comment on The View from the Top: Gundlach, TCW and MetWest by The End of the New Normal? http://markovprocesses.com/blog/2013/01/the-view-from-the-top-gundlach-tcw-and-metwest/#comment-2137 The End of the New Normal? Fri, 18 Jan 2013 22:20:09 +0000 http://markovprocesses.com/blog/?p=2475#comment-2137 [...] Research: – The view from the top: Gundlach, TCW and MetWest. – Nominated as fixed income fund manager of the decade by Morningstar and now leading the fastest [...]

]]> Comment on The View from the Top: Gundlach, TCW and MetWest by Friday links: ruing share repurchases - Abnormal Returns | Abnormal Returns http://markovprocesses.com/blog/2013/01/the-view-from-the-top-gundlach-tcw-and-metwest/#comment-2135 Friday links: ruing share repurchases - Abnormal Returns | Abnormal Returns Fri, 18 Jan 2013 17:27:10 +0000 http://markovprocesses.com/blog/?p=2475#comment-2135 [...] A closer look at Doubleline and TCW bond performance.  (MPI Research) [...]

]]> Comment on Beyond Correlation: Using Active Style™ to Understand and Display Fund Performance by Common Style Analysis of Top DC Mutual Funds | MPI http://markovprocesses.com/blog/2012/11/beyond-correlation-using-active-style-to-understand-and-display-fund-performance/#comment-1908 Common Style Analysis of Top DC Mutual Funds | MPI Fri, 04 Jan 2013 18:33:27 +0000 http://markovprocesses.com/blog/?p=2315#comment-1908 [...] become platitudinous to say that markets are and have been highly correlated. And it is past due to move beyond simple linear measures of performance, such as correlation, when performing manager searches, diligence, selection, monitoring and [...]

]]> Comment on Chart of the Week: QE3’s Big Winners – Positioned for the Printing Press by Mutual Fund Managers and the Fiscal Cliff http://markovprocesses.com/blog/2012/09/chart-of-the-week-qe3s-big-winners-positioned-for-the-printing-press/#comment-1815 Mutual Fund Managers and the Fiscal Cliff Wed, 26 Dec 2012 14:02:13 +0000 http://markovprocesses.com/blog/?p=2280#comment-1815 [...] To see our prior look at QE3’s winners, click here. [...]

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