by admin | Mar 31, 2014 | Investment Performance Guy, News
We are hosting a “mini” survey, and would like your thoughts, IF your firm claims compliance with the Global Investment Performance Standards.There are really only two questions. It should take you only a minute or so to complete it!The first deals with...
by admin | Mar 26, 2014 | Investment Performance Guy, News
A client sent us a question that I am a bit surprised hasn’t been asked before: which country’s risk-free rate should be used when investing across countries? For example, if a US domiciled investor has a Japan-based asset, when we calculate the Sharpe...
by admin | Mar 21, 2014 | Investment Performance Guy, News
Recall that the GIPS(R) (Global Investment Performance Standards) Executive Committee (EC) issued a “Q&A” that introduces a change to the Standards, allowing firms to remove disclosures of composite name changes after five years. During the...
by admin | Mar 20, 2014 | Investment Performance Guy, News
Of late, my colleagues and I have been involved in numerous conversations on the subject of benchmarks; in fact, I’m about to conduct a focused study for a client on their benchmark construction policies and procedures.I conducted a GIPS(R) (Global Investment...
by admin | Mar 13, 2014 | Investment Performance Guy, News
We received an inquiry recently regarding the appropriateness to rebalance a benchmark when the portfolio has a 10% flow. I discussed this with my colleagues, and we were all a bit surprised by the question. Now, perhaps there are loads of firms that do this, and...
by admin | Mar 12, 2014 | Investment Performance Guy, News
When we conduct GIPS(R) verifications, it is not uncommon to see a footnote appear on a presentation where the number of accounts in the composite are five or fewer. The Global Investment Performance Standards do not require firms to disclose the number of accounts or...