A few days ago I made reference to a webinar we recently conducted. I thought it might be helpful to simply provide the formulas here, which go along with the five things mentioned.

Modified Dietz

Geometric Linking

Annualization

Standard deviation

This is the “population” form; for the sample, divide by n-1.

Money-weighted vs. Time-weighted

This cannot be summarized as neatly as the first four, so you’ll have to review the webinar to learn more about the differences.

Performance and risk measurement professionals deal with a lot more formulas than just these, but these are the ones we think are ones all PMPs should know. But to have them all memorized can be quite a challenge; that’s why we created our very popular formula reference guide: so that you don’t have to keep all the formulas in your head! And, we have good news to share!

HOT OFF THE PRESS! The third edition of The Performance, Attribution, and Risk Measurement Reference Guide

The first two editions have sold out, and over 10,000 performance, attribution, risk and investment professionals have benefitted from this handy and unique desk reference tool. This revision is a project that John Simpson, Jed Schneider, Doug Spaulding and I have been working on for several months; we’re pleased that it’s completed and that the copies are now available!

Here is your chance to own the newly expanded third edition and save! If you order before the end of this month, you can take 20% off the normal price!

What’s inside?

• Rate of return measures (both time- and money-weighted)
• Attribution formulas
• Risk measures
• Risk-adjusted measures
• Presentation standards formulae
• Miscellaneous measures

Our reference guide is a very popular item. If you already own one of the earlier editions, you know how often it can come in handy. And the third edition has been enhanced and expanded.  The regular price is US$30 (plus S&H), but if you order by June 30, your investment will be only US$24 (a savings of $6). Order five or more copies and double your savings! We’ll take 40% off (for a savings of $12 per copy)!

Note that shipping will be billed at cost.

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Risk Free Offer: as with much of what we do, WE assume the risk. If you order and are disappointed with your purchase for any reason, return the guide(s), and we’ll refund 100% of your investment! Order today and save!