alpha

A fund’s alpha is at the core of a class-action lawsuit.

For the second straight year, Brown outperformed all other Ivy endowments by a large margin. Our research team, using MPI Stylus Pro to dissect the endowment annual returns, provides a plausible explanation of the endowment’s spectacular results.

Webcast November 17, 2020 & November 19, 2020

We invite you to join us for our latest webinar, where we’ll use MPI’s patented Dynamic Style Analysis to decipher different volatility strategies, including Allianz‘s Structured Alpha, Gateway and others to provide insights into their performance during the crisis.

An 1873 meeting that brought Harvard, Yale and Princeton together to codify the rules of American football also debuted a sports conference later known as the “Ivy League — eight elite institutions whose heritage, dating from pre-Revolutionary times, became formative influences shaping American character and culture.  These schools also pioneered endowment investment management, thus helping to secure the nation’s educational legacy for posterity.

Using MPI’s Dynamic Style Analysis and public annual return disclosures we attempt to provide transparency on allocation decisions and performance results of some of the largest and most successful investors in the world.

Using predictive analytics to reproduce the beta exposures of the largest hedge fund