Markov Processes International (MPI), a leading investment analysis, research and technology provider for investment professionals, announced that Japan’s Government Pension Investment Fund (GPIF), the world’s largest public pension fund with AUM of $1.5 trillion, has extended its relationship with MPI to utilize MPI’s Stylus Pro suite for a multi-year contract.
Stylus Pro provides pension fund investment teams with analytical tools and data to conduct due diligence, optimize and stress-test portfolios using historical regimes and forward-looking theoretical scenarios, manage risk and streamline reporting.
“Manager selection and surveillance are critical for institutions seeking to grow and protect their members’ assets. MPI’s unique and proprietary quantitative methods are quick to detect style drift and extremely accurate in identifying alpha, risk exposure and key elements of return behavior,” said Michael Markov, CEO of MPI. “We are delighted that GPIF has decided to extend their relationship with MPI, and we look forward to continuing to provide them with the most advanced, proven quantitative techniques for investment selection, risk management and monitoring.”
Pension fund investment teams utilize Stylus Pro to identify, assess, test and monitor public or private funds that fall within their investment mandates. Stylus Pro can monitor how managers and funds perform against their broader peer groups and fund universes and identify when a fund’s performance begins to waiver from its stated strategy and style.
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