Monetizing Excess Returns


Monetizing Excess Returns
David D. Spaulding, DPS, CIPM, TSG and
Terry Honner, Investment Management Corporation of Ontario

In this article we will review a rather simple method to monetize returns, review cases where the results may not appear intuitive, address the timing of “resetting” values, and offer an alternative to time-weighting that should be considered.

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The Journal of Performance Measurement

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