by David Spaulding | Jul 23, 2018 | rebalancing quarterly benchmarks, benchmarks, blended benchmarks, Global Investment Performance Standards, Investment Performance Guy, performance measurement
The following question was recently sent to me: suppose a firm uses a blended benchmark that rebalances quarterly… how should they calculate external dispersion? I guess I hadn’t given much thought to the possible challenges with rebalancing quarterly...
by David Spaulding | Feb 1, 2018 | benchmarks, GIPS, GIPS standards, Global Investment Performance Standards, Investment Performance Guy
With this post, I feel that I am risking a charge of blasphemy, as I dare to take on what appears to be something sacred: The benchmark criteria. What criteria? You know, those seven (now eight) items that the CFA Institute has championed for quite some time....
by David Spaulding | Nov 8, 2016 | Investment Performance Guy, benchmarks
Benchmarks & the world of ignorance It appears that there is a tremendous amount of misunderstanding within our industry regarding what firms can or cannot do with market index-based benchmarks. At the core, many investment professionals, including asset...
by David Spaulding | Nov 24, 2015 | benchmarks, index, Investment Performance Guy, market index, performance measurement
Too many in our industry are unaware of the increases in benchmark costs. TSG is committed to promoting market index cost transparency, in order to shed increased light on this topic. For some time now, TSG has been working with three leading custodians (BNY Mellon,...
by TSG | Dec 17, 2014 | benchmarks, data, Performance Perspectives Newsletter
VOLUME 12 – ISSUE 4 December 2014 Download PDF...
by TSG | Sep 17, 2014 | attribution, benchmarks, Performance Perspectives Newsletter
VOLUME 12 – ISSUE 1 September 2014 Download PDF...
