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 | 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...
by admin | Apr 27, 2011 | GIPS, Global Investment Performance Standards
I was contacted earlier this week by a client who was dealing with a situation where one of their clients had requested them to raise a sizable amount of cash, for the ultimate purpose of investing it into a new strategy, while keeping the balance of their portfolio...
by admin | Apr 26, 2011 | error correction, GIPS, Global Investment Performance Standards
The revised GIPS(R) (Global Investment Performance Standards) Error Correction Guidance Statement provides clarity over the earlier version, though I suspect that many individuals whose firm claims compliance with the Standards haven’t read it (but should!)....
by admin | Apr 21, 2011 | GIPS, Global Investment Performance Standards
The Global Investment Performance Standards (GIPS®) permit firms to establish a minimum account size. This minimum is intended to represent the threshold, below which accounts aren’t able to represent the composite’s strategy. While many compliant firms,...
