by admin | Jan 21, 2011 | Investment Performance Guy, News
Our second “guest blogger” for the year is Carl Bacon, CIPM. Carl is the chairman of Statpro, an internationally recognized authority on performance measurement and risk, an author, a consultant, and currently a member of the GIPS Executive Committee and...
by admin | Jan 16, 2011 | Investment Performance Guy, News
In this weekend’s Wall Street Journal there’s an article by Roger Kimball about John Gross, who recently passed away. Don’t know John Gross? You’re not alone: he was an anthologist, editor, reviewer, and apparently much more. And, he had an...
by admin | Jan 11, 2011 | Investment Performance Guy, News
Earlier this month I mentioned that we would begin to host “guest bloggers.”Well, I was asked to be a guest blogger for Statpro’s blog, and the first part of my post appears today (the second will appear on Thursday)! The post deals with the GIPS(R)...
by admin | Jan 4, 2011 | Investment Performance Guy, News
One of the most confusing areas of GIPS(R) (Global Investment Performance Standards) is “supplemental information.” Since firms are required to label this information, it’s important to know what it is. In essence, it’s any performance-related...
by admin | Jan 2, 2011 | Investment Performance Guy, News
My last post of 2010 dealt with some epiphanies I had relative to performance measurement, and how they altered my thinking regarding money-weighting, the aggregate method for composite returns, and asset-weighting composite returns. Well, today is the Feast of the...
by admin | Dec 28, 2010 | Investment Performance Guy, News
A client recently suggested that whenever a firm shows money-weighted returns (with the possible exception of private equity and direct real estate) the returns should always be net-of-fee, since they’re representing how the client is doing. I think this makes...
