by admin | Jun 2, 2011 | GIPS, Global Investment Performance Standards
A letter I wrote appears in the most recent issue (May 30) of Pensions & Investments, that’s in response to a letter Jonathan Boersma wrote (April 18), which was in response to one I had written (February 21), in response to an earlier article (December 27,...
by admin | May 25, 2011 | best practice, certificate in investment performance measurement, CIPM, GIPS
The weekend Wall Street Journal rarely fails to provide me with ideas for this blog, and this past weekend was no exception, as Matt Ridley’s article titled “Inconvenient Truths About ‘Renewable’ Energy” made me think about the issue of...
by admin | May 11, 2011 | asset weighting, composites, equal weighting, GIPS, Global Investment Performance Standards
I had a call yesterday with a client who wanted to know if they can show equal-weighted composites. Recall that GIPS(R) (Global Investment Performance Standards) requires composites to be asset-weighted (something which I have grown to consider perhaps not to be...
by admin | May 4, 2011 | GIPS, Global Investment Performance Standards
If you recall, when we transitioned from the 1999 to the 2005 edition of GIPS(R) (Global Investment Performance Standards), firms were permitted to do so slowly if they wanted; that is, they could adopt parts of it in advance of adopting all of it. The standards had...
by admin | Apr 28, 2011 | carve-outs, CIPM, CIPM expert, CIPM Principles, GIPS
A CIPM Principles Level candidate emailed the following question to me:I was wondering if you could answer this question for me:For Session 8 Q&A 7 Composite definition, how can carve-outs, included in composites prior to January 1, 2010, without separately...
by admin | Apr 28, 2011 | GIPS, Global Investment Performance Standards, pension funds
It has occurred to me that the pension fund performance topic and compliance with GIPS(R) (Global Investment Performance Standards) “has legs.” In other words, “staying power.” It’s not going to go away any time soon.The most recent...
