by admin | Sep 28, 2011 | AIMR-PPS, GIPS, Global Investment Performance Standards
Brian Chapman (of KPMG, London) reminded me that the AIMR-PPS(R)’s view of composite return is that it’s “a single value that reflects the overall performance (the ‘central tendency’) of the set. The objective in reporting the returns of...
by admin | Sep 27, 2011 | Investment Performance Guy, News
This blog has been around for more than two years, and I thank those who have taken the time to follow it, post comments and critiques, and contribute to its success. I always appreciate when someone takes the time to comment on the blog. Perhaps there haven’t been as...
by admin | Sep 26, 2011 | Investment Performance Guy, News
I am a very big fan of Michael Lewis, beginning with his best seller Liar’s Poker. I was advised to read Moneyball, and as with his other books, found it very well written. And given my lifelong love of baseball, found it quite intriguing: the idea that the...
by admin | Sep 24, 2011 | Investment Performance Guy, News
Since almost the beginning of this blog, I have incorporated clipart, to add color, effect, humor, and sometimes wonder (as you wonder what the heck it’s there for). The selection has always followed the subject, until today.Clipart has the word...
by admin | Sep 23, 2011 | GIPS, Global Investment Performance Standards
Earlier this month I posted a question regarding what the definition of “composite return” is. Given the importance of this value within the GIPS(R) standards (Global Investment Performance Standards), there should be an answer.I promised to expand on this...