Performance Perspectives Blog

Thoughts on performance measurement from David Spaulding and other members of our team.

Valuing securities with stale prices for GIPS compliance

Valuing securities with stale prices for GIPS compliance

I am preparing to meet with a hedge fund client who wants to comply with GIPS(R) (Global Investment Performance Standards). As part of this preparation I am revisiting the recently published Guidance Statement on Alternative Investment Strategies and Structures. This...

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Mixing currency returns

Mixing currency returns

A software vendor client of ours described a situation involving one of their clients. Until a certain date, the portfolio's return was in US Dollars (USD). After that date, it was in Japanese Yen (JPY). The question: can we link these periodic returns?My initial...

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Announcing Free One-Day Fundamentals of GIPS Workshops

Announcing Free One-Day Fundamentals of GIPS Workshops

TSG has offered training for close to 20 years, including our one-day GIPS Fundamentals Workshop. To date we've trained over 3,500 individuals throughout the world (all over the United States, in several cities in Canada, various parts of Europe, in South...

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Responding to a GIPS Composite Question

Responding to a GIPS Composite Question

We were recently sent the following question, that relates to GIPS(R) (Global Investment Performance Standards) and composites:What becomes of a composites performance if the strategy (value, growth, etc) remains the same, but a new team of portfolio managers and...

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TSG Wants To Hear From You

TSG Wants To Hear From You

Well, maybe.We want to hear from you if you are an asset manager who IS or IS NOT compliant with the Global Investment Performance Standards (GIPS(R)).We are wrapping up our survey, and you have only another week or so to join in.The survey will take you less than 10...

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