by TSG | Mar 11, 2020 | hedge funds, Performance Perspectives Newsletter, risk measurement
VOLUME 1 – ISSUE 6 February 2004 Download PDF...
by admin | Nov 28, 2011 | hedge funds
Last week I had a call from a client who said that the returns they calculate don’t match those provided by the hedge fund. How can this be?Hedge fund performance should be pretty easy to handle: once we have the monthly valuations, cash flows are typically...
by admin | Oct 17, 2011 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, hedge funds, market-neutral strategies, Menchero, performance attribution
An Expert Level candidate sent me a question asking about the formula (shown above) for the asset allocation decision for market-neutral hedge funds, as discussed in the reading, “Performance Attribution with Short Positions” by Jose Menchero, Ph.D.In...
by admin | Nov 22, 2010 | GIPS, Global Investment Performance Standards, hedge funds
We often get contacted by hedge funds who are considering GIPS(R) (Global Investment Performance Standards) compliance. For some reason they see this as being a monumental task; but it really isn’t. Here are some key attributes of hedge funds which make the task...
by admin | Jan 13, 2010 | GIPS, Global Investment Performance Standards, hedge funds
The Global Investment Performance Standards (GIPS(R)) don’t currently have any rules or guidance specifically geared to the world of hedge funds, which seems a pity. Some think that “everything you need to know is already there,” but I don’t....
by admin | Oct 13, 2009 | GIPS, hedge funds
We are finding more and more hedge funds pursuing GIPS(r) compliance. We are pleased to see such interest as well as to count hedge fund managers among our verification clients. While some believe that GIPS says everything that’s necessary regarding hedge funds,...
