by admin | Sep 6, 2012 | Investment Performance Guy, News
Our firm’s COO, Patrick Fowler, recently asked us to answer this question:What are the top five struggles performance departments face?Before sharing with you our responses, I thought I’d ask YOU to respond. And to encourage you to do so, we’ll...
by admin | Sep 5, 2012 | Investment Performance Guy, News
I was recently interviewed by Money magazine on the subject of benchmark rebalancing. Let’s say your strategy is 70% equities and 30% bonds, and you are using the S&P 500 for the equity component and the Barclay’s Agg for bonds. At some point, because...
by admin | Sep 4, 2012 | Investment Performance Guy, News
A GIPS(R) (Global Investment Performance Standards) verification client sent me this question, just before our Labor Day weekend break (and I’ll paraphrase): if we change or remove supplemental information, must we disclose it?Neither the Standards nor the...
by admin | Sep 1, 2012 | cash flow timing, cash flows, CIPM Exam Tips & Tricks, CIPM expert, CIPM Principles, performance measurement, rate of return calculations
A Principles Level candidate emailed me the following problem, and asked me about how to interpret the timing of the cash flows: In this case, given that they tell you that the fair valuations are inclusive of the flows, my interpretation would be that the timing of...
