by David Spaulding | Jun 16, 2017 | time-weighting, geometric linking, internal rate of return, Investment Performance Guy, IRR, money-weighted return, money-weighting, time-weighted, time-weighted return
Sometimes, the labels don’t matter We just finished our European conference PMAR, an event that we felt was a huge success. And, as I often do, I made an attempt to interject a bit of humor. A favorite label of mine to pick on is “regular coffee,” as...
by David Spaulding | May 25, 2017 | asset owners, GIPS, Global Investment Performance Standards, internal rate of return, Investment Performance Guy, IRR, performance measurement, time-weighted return, time-weighting, TWR
The revised GIPS for Asset Owners guidance statement hasn’t yet been finalized, but we can pretty much expect that the time-weighted composite return requirement will remain. At a recent NYSSA (New York Society of Security Analysts) GIPS program, that I...
by TSG | Nov 21, 2016 | GIPS, internal rate of return, IRR, Performance Perspectives Newsletter, rates of return
VOLUME 14 – ISSUE 3 November 2016 Download PDF...
by David Spaulding | Jul 1, 2016 | Investment Performance Guy, internal rate of return, IRR, money-weighted return, money-weighting
On the first day of this long July 4th weekend, I’m reading a book that is quite timely, which just came in: “Towards an Imperfect Union,” by Dalibor Rohac. It’s excellent, simply excellent, and I’m learning a great deal. The...
by admin | Oct 3, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, CIPM Principles, estimated time-weighted return, internal rate of return, IRR, Modified Dietz, performance measurement, return measurement, true time-weighted return, TSG
In my last post, I covered a “fast” way to solve multiple choice internal rate of return exercises. In today’s post, I look at a second quick method. Recall the details from the last post: Account market value on 3/31 is $56.3 million Account market...
by admin | Oct 1, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, CIPM Principles, internal rate of return, IRR, performance measurement, private equity, rate of return, real estate, return measurement, SI-IRR, TSG
I have covered the steps to calculating internal rate of return in a few different posts on the blog, including here, here and here. I have also covered the steps to use the cash flow worksheets of the TI BA II Plus and the HP 12 C. You may have read the curriculum...
