How to assess a pension fund’s performance

by | 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...

When the labels don’t matter; e.g., time-weighting

by | 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...

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