by David Spaulding | Jul 6, 2015 | cash flows, Investment Performance Guy, performance measurement
As was mentioned in our previous post, one of the critically important decisions when it comes to calculating rates of return is how to handle cash flows. At a minimum, we need to contend with its timing. This is the second in a three-part series dedicated to...
by David Spaulding | May 21, 2015 | GIPS, GIPS Annual Registration, GIPS standards, Global Investment Performance Standards, Investment Performance Guy, performance measurement
Firms that claim compliance with the Global Investment Performance Standards (GIPS®) are now required to register with the CFA Institute on an annual basis. We’ve touched on this new requirement in both this blog and our newsletter, and had a webinar...
by David Spaulding | May 19, 2015 | arithmetic linking, geometric linking, Investment Performance Guy, performance measurement
I’ve opined on the subject of linking across gaps in the past. Recently, I’ve had discussions with a client who wants to be able to link the returns of securities, which were held at various times during a period. I think this is okay, as it would...
by David Spaulding | Apr 22, 2015 | Investment Performance Guy, multi-currency attribution, performance measurement
I’m in Chicago this week for the 65th meeting of the Performance Measurement Forum. On Thursday we’ll address the topic of multi-currency attribution, and I’ll do a brief presentation on WHY it’s necessary for firms that invest across...
by TSG | Apr 16, 2015 | performance measurement
Carsten V. Berg Carsten V. Berg has a master degree in economics from the University of Copenhagen and a graduate diploma degree from Copenhagen Business School. He has more than 10 years experience in risk and financial performance analysis from the financial sector....
by David Spaulding | Apr 6, 2015 | Investment Performance Guy, performance measurement
Seriously, does this lineup look like folks you’d want to buy a used car from? Perhaps not, but it’s a group that did share some interesting insights last week regarding investment performance analysis. Investment Performance Analysis Webinar, sponsored by...
