by TSG | Jan 15, 2012 | Performance Perspectives Newsletter, Sharpe ratio
VOLUME 9 – ISSUE 5 January 2012 Download PDF...
by admin | Jan 13, 2012 | GIPS, Global Investment Performance Standards, Modified Dietz, money-weighting, time-weighting
Last year John Stossel wrote a piece titled “Almost Everything We’re Taught Is Wrong.” When it comes to performance measurement, there’s some truth to this, too. Sorrowfully, many refuse to be open to the possibility that the way they’ve...
by admin | Jan 12, 2012 | risk, Sharpe ratio
I’m teaching an in-house Fundamentals of Performance class this week in Canada, and, as usual, we touch upon the Sharpe ratio, and how negative Sharpe ratios can produce results which appear inconsistent with our expectations.To help try to communicate...
by admin | Jan 11, 2012 | Investment Performance Guy, News
We’re pleased to announce that the transcripts from last year’s Performance Measurement, Attribution, and Risk (PMAR) conference has been published. Since TSG began the conference ten years ago, we have gone to the expense of time and money to produce...
by admin | Jan 10, 2012 | GIPS, Global Investment Performance Standards, verification
TSG is sometimes asked if we do quarterly GIPS(R) (Global Investment Performance Standards) verifications. We would be happy to, but strongly recommend against it. And why is this?Well, we firmly believe that the only one who benefits from quarterly is the verifier;...
