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MSCI Barra Peer Analytics gives greater transparency to mutual fund performance


MSCI, a provider of investment decision support tools worldwide, has launched MSCI Barra Peer Analytics, a new tool to provide a factor-based analysis of mutual funds. 

This new offering will deliver holdings-based insight into investment strategies and performance of 6,500 of the largest US mutual funds over 5 years, offering an unprecedented factor-based analysis of individual funds.

“Factor investing is gaining increasing attention with a record number of factor-based ETFs and indexes being introduced into the market,” says Mehmet Bayraktar, Head of Equity Analytics Research at MSCI. “But until now, it has been difficult for institutional investors and asset managers to assess the performance, exposure and risk contribution of factors in their funds and investment strategies. Peer Analytics offers holdings-based analysis and insight into funds’ positions and the factors affecting them.”

MSCI Barra Peer Analytics generates deep factor analysis of any mutual fund using MSCI Barra Portfolio Manager and any MSCI Barra Equity Model, including the recently introduced US Equity Model Suite which includes Systematic Equity Strategies (SES). SES, when represented as factors in risk models, allow investment managers to better understand and monitor the sources of risk and return in equity portfolios while capturing volatility and correlation among stocks consistent with the portfolio’s investment horizon – be it short, medium or long-term.

“This is the latest example of our research driven innovation agenda,” says Peter Zangari, Managing Director and Head of Analytics for MSCI. “With over 150 researchers, MSCI is committed to helping investment professionals by delivering innovative, groundbreaking analytics, models and software to help identify sources of risk and return. This new tool will enable investment managers to better understand their competitive landscape and identify the main drivers of risk and performance of any mutual fund and can be used by Asset Owners and Fund-of-Fund managers to help them significantly improve their manager evaluation and selection processes.”

Equity factor investing was pioneered in the 1970s based on research, data and analytics created by Barra – today an MSCI company. In recent years, MSCI has developed a range of indexes that provide institutional investors with a basis for implementing a transparent and efficient passive approach to seek the excess returns historically obtained through active factor investing.

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