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More on the aggregate method

More on the aggregate method

by admin | Feb 16, 2012 | aggregate method, composites, GIPS, Global Investment Performance Standards

Fear not! I haven’t given up on my arguments against the use of the aggregate method to derive the extremely important composite returns (which are the bedrock of the Standards).I was conducting a GIPS(R) verification earlier this week, and stumbled upon the...
When aggregate makes sense

When aggregate makes sense

by admin | Oct 6, 2011 | aggregate method, internal rate of return, IRR

Before you think “oh, here he goes again” please give me a second to explain. Okay, yes, it’s true: I’ve been beating this to death (and will continue to, but not right now).I was sent the following question from a client:”How do you...
What’s it all about?

What’s it all about?

by admin | Sep 8, 2011 | aggregate method, GIPS, Global Investment Performance Standards

You may recall that I have opined in the past about the problems I’ve discovered with the aggregate method, both several times in this blog, as well as in our newsletter; I also wrote an article on this topic.Some individuals who have read my materials argue...
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