by David Spaulding | May 6, 2018 | PMAR, GIPS, GIPS 20/20, Global Investment Performance Standards, Investment Performance Guy, Journal of Performance Measurement, pension funds, performance attribution, performance calculations, performance measurement, Performance measurement conference, risk
A thought occurred to me while I was driving to Bethesda, Maryland today (I will be doing a GIPS® verification here tomorrow). Chances are, most performance measurement professionals, even those who’ve attended one or more PMAR (Performance Measurement...
by David Spaulding | Jul 31, 2017 | pension funds, asset owners, GIPS, Global Investment Performance Standards, Investment Performance Guy, IRR, money-weighted return, performance measurement, time-weighted return, time-weighting
This is the time of year when many pension funds report their returns for the prior fiscal year. And often, the reported returns were calculated using a time-weighted method. But, is this appropriate? Or, perhaps, is more needed? In my way of thinking, pension...
by admin | Apr 28, 2011 | GIPS, Global Investment Performance Standards, pension funds
It has occurred to me that the pension fund performance topic and compliance with GIPS(R) (Global Investment Performance Standards) “has legs.” In other words, “staying power.” It’s not going to go away any time soon.The most recent...
