by TSG | Mar 12, 2020 | money-weighted return, money-weighting, Performance Perspectives Newsletter
VOLUME 2 – ISSUE 10 June 2005 Download PDF...
by TSG | Mar 12, 2020 | gap in performance, money-weighted return, money-weighting, Performance Perspectives Newsletter
VOLUME 2 – ISSUE 9 May 2005 Download PDF...
by TSG | Mar 13, 2019 | annualized returns, money-weighted return, Performance Perspectives Newsletter
VOLUME 3 – ISSUE 9 May 2006 Download PDF...
by TSG | Mar 14, 2018 | annualized returns, money-weighted return, Performance Perspectives Newsletter
VOLUME 4 – ISSUE 1 September 2006 Download PDF...
by David Spaulding | Jul 31, 2017 | pension funds, asset owners, GIPS, Global Investment Performance Standards, Investment Performance Guy, IRR, money-weighted return, performance measurement, time-weighted return, time-weighting
This is the time of year when many pension funds report their returns for the prior fiscal year. And often, the reported returns were calculated using a time-weighted method. But, is this appropriate? Or, perhaps, is more needed? In my way of thinking, pension...
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...
