by admin | Apr 11, 2013 | Investment Performance Guy, News
Here’s a bit of a challenge for you.GIPS(R) (Global Investment Performance Standards) includes the following rule:What if you’re an SEC (U.S. Securities & Exchange Commission) registered firm that has a “40 Act” mutual fund, that has...
by admin | Apr 10, 2013 | Investment Performance Guy, News
Often, firms and individuals who don’t behave in accordance with rules, regulations, or standard practices, somehow get away with it. There’s no way to tell how often this happens, though we know it does.But, there are times when you they caught, and this...
by admin | Apr 9, 2013 | Investment Performance Guy, News
Yesterday I successfully defended my dissertation proposal (hurrah!). The topic is holdings and transaction-based attribution, and, as often happens for the student, I found myself providing insights into a topic my committee members generally know little about. In...
by admin | Apr 4, 2013 | Investment Performance Guy, News
TSG’s annual Performance Measurement, Attribution & Risk (PMAR) conferences have become the performance conference to attend. Performance Measurement Professionals rave about its uniqueness, innovations, quality speakers and content, and awesomeness!...
by admin | Apr 3, 2013 | Investment Performance Guy, News
This topic has come up a few times recently, so I thought it worth touching briefly.The situation: a client’s account holds multiple portfolios, which are handled by different managers. Some have time-weighted returns, while others have...
by admin | Mar 27, 2013 | Investment Performance Guy, News
It seems that when we come across negative values, or when trying to express differences between lower and higher values, from the perspective of the lower, we often have a difficult time adjusting. Handling positives is pretty simple; perhaps because we began our...
