Stylus Pro Investment Analytics & Reporting
Retirement plan analysis, monitoring
and reporting application for advisors
A powerful investment research and reporting engine that drives much of the analytical capability that MPI technology solutions deliver
Stylus Pro Investment Analytics & Reporting
With Stylus Pro analytics and reporting, you can monitor portfolio and fund styles, identify the factors responsible for investment performance, analyze performance and risk versus other funds, peer groups and benchmarks, and produce custom reports highlighting these insights.
Advanced package features allow Value-at-Risk analysis and back testing, automated report production, workflow streamlining, and many other capabilities.
Research Capabilities
- Calculate unlimited performance-based analytics.
- Choose from multiple regression methodologies, including our proprietary Locally Weighted Regression.
- Perform multiple regressions with box or linear constraints.
- Easily control the size and positioning of the regression window.
Analytical Features
- Simultaneously analyze multiple portfolios with different return histories.
- Detect exposure to derivatives (currency and index futures), shorting and leverage.
- Evaluate exposure relative to selected benchmarks, and rank versus peer groups and other funds.
Performance Attribution
- Calculate manger return components relative to selected benchmarks, including factor exposure, security selection, timing and excess return, and asset class.
- Evaluate risk-adjusted component performance and significance of component return.
- Rank all performance measures within a specific peer group.
Risk Analysis
- Perform historical regime analysis and stress testing at the fund or portfolio level.
- Analyze a manager’s potential exposure to a range of market shocks.
- Extend historical analysis of shorter-lived products and portfolios through the use of proxies.
Risk Attribution
- Calculate systematic (style), specific (selection), investment (relative to specified benchmark) and upside/downside risk.
- Generate a full range of MPT statistics including alpha, beta, Sharpe ratio and t-stat.
Reporting Functionality
- Create and display a virtually unlimited variety of customized charts and tables.
- Recreate existing reports or other communications with one-to-one precision.
- Link and simultaneously modify graphs, charts and tables across multiple associated reports.
- Publish institutional-quality reports in a number of digital and printable formats with a single click.
Data Features
- Leverage any returns data frequency you wish, daily through annual.
- Enables parallel database access across multiple data providers, including eVestment, Informa, Lipper, Morningstar and Nelson, among others.
- Learn more about available data.
Premium Features
Achieve more, whether you want to gain deeper insights into complex product behavior, enrich your analysis by incorporating proprietary data, or streamline report generation through advanced automation services. Choose the features that are right for your organization, and MPI can ensure they are tailored specifically to meet your firm’s needs.
Automation
MPI’s automation capabilities turn Stylus Pro into a powerful and flexible publishing engine, enabling single-click production of fact sheets, reports and other marketing materials.
- Automate almost any function of the software with StylusScript, MPI’s scripting language.
- Print large, automated publishing jobs directly to PDF and, if desired, merge or append them to other PDF documents.
- Adds batch processing capabilities, including MPI Publisher.
Advanced Analytics
The advanced analytics module allows you to create your own custom analytics and access MPI’s patented Portfolio Calibration resampling technique to automate scenario-based stress testing on your portfolio, and to enjoy many other unique features.
- Create proprietary manager rating systems, score cards or user-defined analytics and calculations.
- Use indicators to clearly identify distinct groups or specific managers on charts.
- Simultaneously analyze and visualize multiple frontiers to stress-test portfolios in different economic environments.
- User-Defined Optimization Variables: Create optimal portfolios using any metric you choose, including manager rating, yield, fees, operational risk, and others.
- Estimate manager or portfolio loss thresholds with our returns-based Value at Risk (VaR) functionality.
Database Integration
This capability enables you to integrate proprietary performance and qualitative data with your Stylus solution for conducting custom investment analysis.
- Seamless import and export of custom proprietary and third-party data that can be associated with individual managers or products through MPI Dictionaries.
- Enhance or expand your MPI database with proprietary or third-party databases for more dynamic analysis and reporting.
- Use SQL statements to create customized charts and tables using information from proprietary linked databases.
High-Frequency Analysis
Capture additional portfolio dynamics, detect shifts more quickly with daily data, and analyze a broad range of products using daily indices across various asset classes and countries.
Dynamic Style Analysis
Achieve a more transparent view of opaque or complex investment strategies, funds and products using MPI’s patented Dynamic Style Analysis capability, a major enhancement to traditional returns-based quantitative analysis.
- Works even with very limited historical data.
- Delivers more accurate results and quicker detection of style shifts.
- Provides superior detection of leverage and shorting.
- Adds unique predictability measures and factor selection model.
Custom Language Support
This capability allows users to modify text that appears in Stylus Pro charts, tables and dialogs to suit organizational preferences, including foreign languages.