Access advanced analytical tools for evaluating portfolio performance and improving portfolio construction with the MSR Investable Index Platform. An index that is also a viable alternative investment strategy is the ideal benchmark allowing institutional investors superior control of risk allocation throughout a well diversified portfolio.
Control your risk at every level of portfolio construction by targeting volatility. Risk-First investing is the foundation of MSR's Investable Index Platform. Proper portfolio construction requires both a bottom-up and a top-down approach to volatility targeting. Every market, sector, and investment strategy ideally incorporates a target volatility in addition to an overall portfolio target volatility.
Hold managers accountable by tracking their daily performance relative to the appropriate MSR benchmark. Institutional investors can now quickly identify when a particular manager is experiencing "style drift", thus enhancing the transparency they receive from each of their managers. Since all MSR Indices are investable, they provide investors the opportunity to restore the desired investment style with the perfect transparency of index investing.
Seize control of diversification back from your managers. Diversifying amongst multiple managers can result in a loss of control over investment styles for institutional investors. Using MSR Indices' benchmarks, investors can now hold managers accountable for delivering the diversification they claim. Alternatively, investors can achieve their desired diversification themselves by investing in the appropriate MSR Index when managers fall short of expectations.
Gain access to the exceptional efficiency offered by futures markets. All MSR Index returns are based on liquid futures markets' prices making them an easy and efficient alternative to investing with specific managers. Often, a portfolio of multiple investment managers represents a more costly and less liquid option relative to index investing. A managed futures index strategy provides investors an investment alternative that is both cost effective and, in most cases, provides instant liquidity.