by admin | Dec 28, 2024 | GIPS, Global Investment Performance Standards, risk, risk-adjusted return, Sharpe ratio, Standard Deviation
Standard deviation is a much misunderstood measure, in spite of its common use. First, is it a risk measure? It depends on who you ask. It’s evident that Nobel Laureate Bill Sharpe considers it to be one, since it serves this purpose in his eponymous...
by admin | Oct 25, 2024 | GIPS, Global Investment Performance Standards
The GIPS(R) (Global Investment Performance Standards) Q&A desk appears to have introduced a new rule: Firms may not add new accounts within a month* While I have no problem with this change, it would have been nice if it had been put forward for public comment,...
by admin | Oct 11, 2024 | Investment Performance Guy, News
I am preparing to meet with a hedge fund client who wants to comply with GIPS(R) (Global Investment Performance Standards). As part of this preparation I am revisiting the recently published Guidance Statement on Alternative Investment Strategies and Structures. This...
by admin | Apr 16, 2014 | Investment Performance Guy, News
The Wall Street Journal posted the following yesterday: Well, to me this is a reason for performance measurers to celebrate. Why?, you might ask: because: we’re mathematicians. Wikipedia defines a mathematician as “a person with an extensive knowledge...
by admin | Apr 15, 2014 | Investment Performance Guy, News
We’re wrapping up our “mini” GIPS® survey, but first want to hear from you! It’s REALLY fast to do; we only ask four questions: 1. Your Name/ Company/ Title 2. Does your firm currently claim compliance with the GIPS® standards? 3. Do you want...
