by TSG | May 17, 2014 | Performance Perspectives Newsletter, Standard Deviation
VOLUME 11 – ISSUE 9 May 2014 Download PDF...
by admin | Oct 19, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, kurtosis, MPT, Omega ratio, performance measurement, post MPT, risk measurement, Sharpe ratio, skewness, Standard Deviation, value at risk
Last night, my hometown team, the Los Angeles Dodgers, was defeated by the St. Louis Cardinals in the National League Championship series. The Cardinals will go on to the World Series for a chance at what could be their 20th world championship… while the...
by admin | Aug 20, 2012 | CFA exams, CIPM, CIPM expert, CIPM Principles, composite dispersion, external dispersion, internal dispersion, Standard Deviation, statistics, TI BA II Plus, tracking error
Last week I taught our CIPM prep classes for the Principles and Expert Levels, and the commonly asked question about the fastest way to do standard deviation came up.I will take this opportunity to refer to an old blog post (found here) that covered how to this using...
by admin | Mar 5, 2012 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, CIPM Principles, ex-post risk, external dispersion, GIPS, internal dispersion, Standard Deviation
It has actually become apparent to me during the course of conducting GIPS verifications that there is some confusion as to when internal dispersion and external dispersion must be shown. It occurred to me that CIPM candidates may have the same...
by admin | Jan 30, 2012 | GIPS, Global Investment Performance Standards, Standard Deviation
I participated in a panel discussion last week for the New York Society of Security Analysts (NYSSA). Questions arose regarding the use of standard deviation with GIPS(R) (Global Investment Performance Standards). I used my standard graphic, which distinguishes...
by admin | Jan 25, 2012 | GIPS, Global Investment Performance Standards, risk, Sharpe ratio, Standard Deviation
The Global Investment Performance Standards (GIPS(R)) now require compliant firms to include the 3-year, annualized standard deviation for the composite and its benchmark. And while this was a somewhat controversial move, it’s here, so we live with it. But, why...
