by admin | Dec 18, 2013 | Investment Performance Guy, News
We are putting the “final touches” on The Journal of Performance Measurement’s (R) Supplement issue, that will include summaries of two of our surveys: attribution and presentation standards. While writing my letter (as publisher), I realized that...
by admin | Dec 17, 2013 | Investment Performance Guy, News
It is with deep sadness that I inform you of the death of Frank Desharnais. Frank was a bona fide performance measurement professional: with more than 25 years in our industry, Frank held leadership roles at Lazard Asset Management, Deutsche Asset Management,...
by admin | Dec 13, 2013 | Investment Performance Guy, News
Nine years ago I was reviewing a client’s performance system, and noticed on one of their reports they showed “annualized” and “cumulative” returns for the prior one, two, three, five, … years. It struck me as quite odd that...
by admin | Dec 11, 2013 | Investment Performance Guy, News
For those of you who’ve been wondering…finally!
by admin | Dec 10, 2013 | Investment Performance Guy, News
Asset management firms have, for the past few decades, generally agreed that “trade date” (t/d) accounting is preferred. This practice has been so common that custodians regularly provide trade date reports (where they used to only do settlement date...
by admin | Dec 9, 2013 | Investment Performance Guy, News
TSG surveys on the Global Investment Performance Standards have consistently shown that most compliant firms get their verifications done annually. But is this the optimal frequency? Well, let’s consider this topic for a moment.How about more often than...