by admin | Jun 6, 2010 | Investment Performance Guy, News
I’m usually better at remembering anniversaries … June 2 marked the one year anniversary of this blog. And 250+ entries later, with close to 2,000 visitors, we’re still going strong. I greatly appreciate the comments that have come in and continue to...
by admin | Jun 5, 2010 | Investment Performance Guy, News
Peggy Noonan’s WSJ column today discusses Detroit Tigers’ pitcher Armando Galarraga’s near perfect game which was only broken up by a bad call made by umpire Jim Joyce. There were two exceptional lessons to take from that event. First,...
by admin | Jun 3, 2010 | Investment Performance Guy, News
I’m completing a report for a client who asked me to review their performance measurement system and processing. They offer their clients the option of treating flows as middle-of-day events. I strongly oppose this method. First, there’s a reduction in...
by admin | Jun 1, 2010 | Investment Performance Guy, News
My West Coast amigo, Juan Simpson, has posted something regarding the Rolling Stones. Now, the trick is to figure out what the Rolling Stones have to do w/performance measurement … well, check it...
by admin | May 27, 2010 | Investment Performance Guy, News
I’m conducting a review of a client’s performance reports. When reporting by country, if there is no risk-free rate for that country, a zero value is used (e.g., for Sharpe ratio, Jensen’s alpha). Why?Risk-free rates can be quite complex; perhaps...
by admin | May 26, 2010 | Investment Performance Guy, News
This week has seen the conclusion for the six-year run of the television show, Lost. My wife and I have been avid viewers for some time and anxiously awaited this final episode. I like the show so much that I am a “fan” of the show on Facebook. And this...
