by TSG | Apr 25, 2024 | money-weighted return, money-weighting, Performance Perspectives Newsletter, SEC Marketing Rule, time-weighted, time-weighted return, time-weighting
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by Robert Levin | Mar 26, 2024 | money-weighted return, money-weighting, Performance Perspectives Newsletter, SEC Marketing Rule, time-weighted, time-weighted return, time-weighting
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by TSG | Jan 30, 2024 | money-weighted return, money-weighting, Performance Perspectives Newsletter, SEC Marketing Rule, time-weighted, time-weighted return, time-weighting
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by David Spaulding | Jun 16, 2017 | time-weighting, geometric linking, internal rate of return, Investment Performance Guy, IRR, money-weighted return, money-weighting, time-weighted, time-weighted return
Sometimes, the labels don’t matter We just finished our European conference PMAR, an event that we felt was a huge success. And, as I often do, I made an attempt to interject a bit of humor. A favorite label of mine to pick on is “regular coffee,” as...
by David Spaulding | Oct 26, 2016 | time-weighted, BAI, Bank Administration Institute, Investment Performance Guy, performance measurement, time-weighted return, time-weighting
Why is it called time-weighted returns? Before I answer this question, it might help to explain where the terms “time-weighting” and “time-weighted” come from. It’s not what you may think. No, Peter Dietz, who gave us the “Original...