Tag Archives: risk

Hexit: Is Now the Time to Pull Out of Hedge Funds?

As the trickle of announcements about institutional investors exiting hedge funds became a steady stream, MPI decided to explore whether performance really justified an apparent growing disillusionment. Whereas much analysis and commentary to date had focused on the recent failure of hedge funds to beat the S&P 500 and other equity benchmarks, in our research […]

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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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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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Global Equity

Global Equity funds’ performance ranges from -25.83% to slightly over 89% over the last 52 weeks (ending December 31, 2010), in EUR terms. The best 5% of the funds outperform the market (pegged to the MSCI World TR Index) by 12.6% and the worst 5% underperform by approximately 25%.What role do favourable style allocations play? […]

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