by admin | Mar 23, 2011 | GIPS, Global Investment Performance Standards, Modified Dietz
A GIPS(R) (Global Investment Performance Standards) verification client sent me a note recently, stating that they had historically used Modified Dietz for their returns, but will be switching to “true daily.” He asked if this was permitted or if they...
by admin | Mar 17, 2011 | risk, Standard Deviation
Odd title for a blog post, right? Well, it’s my silly way to introduce a term which is often bantered about but not often discussed: “noise.” No, I’m not talking about the sounds that come through the hotel room while you’re trying to...
by admin | Mar 15, 2011 | GIPS, Global Investment Performance Standards, mini survey
Well, perhaps not ALL of the masses, but rather the investment industry masses.TSG has conducted research, much through surveys, since 1992 when we first investigated the industry’s response to the performance presentation standards (AIMR-PPS(R) back then). In...
by admin | Mar 14, 2011 | animation, GIPS, Global Investment Performance Standards, Standard Deviation
Today’s animated post provides an overview of standard deviation; a very important measure for us performance measurement types!
