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Japan's Government Pension Investment Fund Extends Relationship with MPI for Stylus Pro Fund Analysis System

World's largest public pension fund uses Stylus Pro to conduct due diligence on fund managers, analyze investment style and identify key elements of return behavior

TOKYO and SUMMIT, N.J., June 29, 2020 /PRNewswire/ -- Markov Processes International (MPI), a leading investment analysis, research and technology provider for investment professionals, today 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.

Investment teams can use Stylus Pro to:

  • Conduct in-depth comparisons of individual managers, their performance and risk profiles.
  • Model, stress-test and optimize portfolios through simulation technologies with powerful asset allocation features
  • Scrutinize thousands of hypothetical outcomes with MPI's patented Calibrated Frontiers, using multiple optimization models such as Mean variance optimization (MVO), Black-Litterman, Conditional Value at Risk (CVaR), downside risk and mean-benchmark tracking.
  • Simulate future outcomes that include fat-tailed, extreme possibilities that other systems often miss.

For more information about the GPIF, please visit: www.gpif.go.jp. For more information about Markov Process International, please visit: https://www.markovprocesses.com/

About Markov Processes International

Based in Summit, NJ with regional offices in London and Tokyo, Markov Processes International (MPI) is an independent fintech provider of investment research and reporting software enterprise solutions and indices for the global investment management and industry. Widely recognized as the leader in advanced quantitative analysis tools and patented modeling techniques, MPI's flagship Stylus Pro software helps over 250 organizations seamlessly conduct manager research, surveillance, risk modeling, portfolio analysis, asset allocation and reporting on one platform, along with powerful automation and data integration. Learn more at https://www.markovprocesses.com.

Media Contact:
Siobhan Nolan
(862) 217-9585


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SOURCE Markov Processes International