by admin | Apr 7, 2011 | arithmetic attribution, money-weighting, time-weighting
While I often speak of returns being a matter of perspective (that is, whether we’re speaking about how the manager did or how the portfolio or client did) to determine whether time- or money-weighting should be used, the same holds true with attribution. I was...
by admin | Apr 6, 2011 | money-weighting, plan sponsor, time-weighting
I recently suggested to a plan sponsor that they consider using money-weighting as well as time-weighting, pointing out that since they control the cash flows, such an analysis would provide some value. Well, today I got an email which offered the following:It appears...
by admin | Apr 5, 2011 | Investment Performance Guy, News
CIPM Test Prep Q & A with John D. Simpson, CIPMJoin us for a Webinar on April 12Space is limited.Reserve your Webinar seat now at:https://www2.gotomeeting.com/register/769471026Join us on April 12, 2011 as John D. Simpson, CIPM tackles your last minute questions...
by admin | Apr 4, 2011 | Investment Performance Guy, News
We get to listen in on a discussion as to how one might pursue performance measurement software.
by admin | Apr 4, 2011 | base currency returns, CIPM, CIPM expert, multicurrency performance
One of the students in my CIPM Expert Level Prep Classes asked me to explain the solution to the questions #5 and #6 from the sample exam questions found on the CFA Institute’s CIPM Program page (). The vignette and questions follow below:Longitudinal Asset...