by admin | Jun 11, 2009 | money-weighting, Returns, risk, Standard Deviation, time-weighting
Continuing our discussion of Michael Lewis’ Moneyball, I think there’s a HUGE parallel between baseball statistics and what we do in investment performance measurement. Both deal with measuring performance: the performance of baseball players / the...
by admin | Jun 10, 2009 | Investment Performance Guy, News
This morning Patrick Fowler and I arrived in beautiful (though wet) Stockholm, Sweden for the Spring meeting of the European chapter of the Performance Measurement Forum. This site marks the fourth Scandinavian country we’ve held meetings in (previous ones were...
by admin | Jun 10, 2009 | Investment Performance Guy, News
Congratulations to our friend, David Cariño of Russell Investments, who (along with coauthors Jon Christopherson & Wayne Ferson) just released a new book: Portfolio Performance Measurement and Benchmarking (McGraw-Hill).David is a member of the Journal of...
by admin | Jun 9, 2009 | Investment Performance Guy, News
As I make progress with an upcoming article I’m writing on standard deviation, I will occasionally share some of the information I discover. For the data I’m using the monthly returns for the S&P 500 for the 36-year period ending December 2008. I am...
by admin | Jun 8, 2009 | GIPS
One thing we’ve learned is that those who don’t take the time to vote shouldn’t complain about the results. The same applies to the proposed changes to the GIPS® standards. With less than a month before the opportunity disappears, only a few have...
