by David Spaulding | Feb 14, 2017 | dispersion, GIPS, Global Investment Performance Standards, Investment Performance Guy, Standard Deviation
The GIPS(R) standards require compliant firms to include a measure of dispersion for each year in which they have six or more accounts present for the full 12 months. But, which return should they use, gross-of-fee or net-of-fee? What about for the 36-month, ex...
by David Spaulding | Sep 2, 2016 | Investment Performance Guy, Standard Deviation
Linking monthly standard deviation has its root within the AIMR-PPS One advantage to being a bit older than most folks in performance measurement is that I have been exposed to a lot of ideas, and quite a bit of history. This includes the predecessor standard to...
by TSG | Jun 17, 2014 | internal rate of return, Performance Perspectives Newsletter, rate of return, Standard Deviation
VOLUME 11 – ISSUE 10 June 2014 Download PDF...
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...
