Tag Archives: Stylus Pro

Chart of the Week: FB – Change in Estimated Mutual Fund Exposure Since IPO

As we say “goodbye” to 2012, we turn back to the year’s biggest IPO and history’s largest tech IPO, Facebook (NASDAQ: FB). The intention of the original post on FB was to see what quantitative analysis of a galaxy of mutual funds using daily data over a very short time period can actually show a […]

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Bond Global

Bond Global funds’ performances range from -8.83% to 42.73% over the last 52 weeks (ending July 29, 2011), in EUR terms. On average, the best 5% of the funds outperform the market (pegged to the Barclays Capital Global Aggregate Bond Total Return Index) by approximately 11.60% and the worst 5% underperform by approximately 3.88%. The […]

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USD Bonds

USA Bond funds’ performance ranges from -1.27% to 31.36% over the last 52 weeks (ending May 27, 2011), in USD terms. On average, the best 5% of the funds outperform the market (pegged to the Barclays Capital U.S. Aggregate Bond Total Return Index) by approximately 7.92% and the worst 5% underperform by approximately 5.03%. The […]

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It’s in the Numbers-How Proper Analysis of Returns can be a Crystal Ball

MPI performed an analysis of the hedge funds managed by Mangan & McColl Partners looking for tell-tale warning signs of the fund’s closure that investors might have been able to see with proper analysis techniques. Click here to download the PDF

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Seeing Through Walls – Bringing Greater Transparency to Hedge and Mutual Fund Analysis

A review of traditional applications of Returns-Based Style Analysis (RBSA) and the details of a new proprietary Dynamic Style Analysis (DSA) methodology developed by MPI to provide hedge fund and hedge fund of fund managers with an unprecedented view into the workings of individual funds for due diligence, performance analysis and risk management. Click here […]

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