MPI solutions and research are frequently featured in a number of financial and investment media outlets.
In a Financial Times Smart Money column on the increasing sophistication and complexity in bond mutual funds, U.S. Investment Correspondent Stephen Foley refers to MPI Senior Analyst Sean Ryan’s research on unconstrained bond funds.
Barron’s Income Investing blogger and Current Yield columnist Amey Stone covers MPI Senior Analyst Sean Ryan’s research on nontraditional bond funds. Stone writes “investors who dig into the report will find a lot more detail on what the best and worst performing nontraditional bond funds were up to in the past two years.”
Liquid alts specialist digital outlet DailyAlts, includes MPI’s research on nontraditional bond funds in their mid-week reading roundup. Haskin writes “(MPI) take a deep dive into the drivers of return for the top and bottom funds in the category – this article is well worth your time to read.”
Premier financial blog and news aggregator Abnormal Returns includes Senior Analyst Sean Ryan’s “Down Commodities Benefits CTA Funds”. The piece analyzes the relationship between commodities markets and CTA funds and the reasons for the category’s recent leading performance amongst the hedge fund universe.
Author, private wealth consultant, co-founder of Private Wealth magazine and Forbes “Serious Money” columnist Russ Alan Prince speaks with MPI’s Bill McBride about the benefits, opportunities and evolution in liquid alternatives.
DailyAlts refers to MPI’s research on scaling hedge fund programs at pensions in a story on CalPERS’ reasoning for terminating its ARS program, noting that a 10% allocation “can improve the overall risk, return and Sharpe ratio of a portfolio” but that manager selection is crucial in the outcomes.
Chief Investment Officer associate editor Sage Um utilizes MPI research on the relationship between scale, selection and impact of pensions’ allocations to hedge funds on portfolio risk and return profiles to ask if CalPERS would have been better off with a significantly greater allocation to its ARS program. Um notes MPI commentary on fee structure challenges and necessary evolution to better align interests and drive successful investment outcomes.
Planadviser covers the launch of MPI Stylus Web for tablet devices. MPI Stylus Web, the research and reporting tool of choice for retirement plan advisors and asset management wholesalers, is now available with full functionality in application format for iPad, Android and Microsoft Surface devices. Users will benefit from a more seamless workflow, productivity gains and technology enhancements. For more information, see the press release, tablet page and iPad app page.
In light of CalPERS’ termination of its hedge fund program, Risk.net editor Luke Clancy covers exclusive MPI research on the relationship between scale, selection and impact of allocations to hedge funds on the portfolio risk and return profile at pension funds. Testing a hypothetical CalPERS portfolio with allocations to hedge funds of 1%, 5% and 10%, MPI’s research finds significant positive benefits on total returns and risk-adjusted returns of hedge fund allocations at the 5% and 10% levels, though negligible impacts on the risk and return profile at the 1% level. The findings contribute to the industry debate about the role of hedge funds in defined benefit plans, including issues of scale and selection. The article appears in the November issue of Risk, as well as online in a related CalPERS story. For the full research, see MPI’s Research.
In a feature story in the launch edition of The Alpha Pages, owner and sibling publication to FINalternatives and Futures, Deirdre Brennan quotes MPI’s Bill McBride on transparency and liquidity challenges in liquid alternatives. McBride gives insight into the ways in which the asset management industry can evolve reporting and communication of alternative mutual funds and how investors can analyze liquid alts.