Top Three Issues Facing Performance Professionals

Volume 18 – Issue 9 – September 2022

What keeps a performance professional up at night?

TSG recently surveyed the industry to discover the top three topics performance measurement professionals are struggling with.

Respondents indicated that they struggle with finding content related to performance on alternative investments, risk attribution, and guidance from the SEC.

We’ve curated content from The Journal of Performance Measurement, other resources,as well as a page dedicated to the new SEC marketing rule.

Performance for Alternative Investments:

Currency Handling for Futures and Options

Author: Mathiue Cubilie (PDF)

Performance Attribution for Portfolios that Trade Futures

Authors: Philippe Grégoire, Ph.D.; Yves Hennard, CAIA

Measuring Portfolio Returns of Portfolios Containing Futures and Options (Part 1)

Author: John C. Stannard

Measuring Portfolio Returns of Portfolios Containing Futures and Options (Part 2)

Author: John C. Stannard

Risk Attribution:

Risk Attribution

Authors: Philippe Grégoire, Ph.D.; Hervé Van Oppens (PDF)

Risk-Adjusted Performance Attribution: A New Paradigm for Performance Analysis

Author: Andrew Kophamel

Portfolio Risk Attribution

Author: Jose Menchero, Ph.D., CFA; Junmin Hu, Ph.D., CFA

New SEC Marketing Rules:

On December 22, 2020, The Securities and Exchange Commission (SEC) announced the finalized reforms under the Investment Advisers Act modernizing the rules governing investment adviser advertisements and payments to solicitors. A single rule has been created, replacing the current advertising and cash solicitation rules. The new SEC marketing rule regulates marketing communications by investment advisers.

Click for additional details

GIPS Compliance TSG

Are you getting the most out of your claim of GIPS compliance?

A webinar with eVestment on “Incorporating GIPS Into Your Sales and Marketing”.


Why GIPS is important in manager selection and increasing AUM


What is the significance of updating industry databases with GIPS Compliance information


What are the key opportunities available to leverage compliance with GIPS into the firm's sales and marketing efforts


What role the sales and marketing team(s) can play in the compliance effort


Free Subscription!

The Journal of Performance Measurement

The Performance Measurement Resource.

Click to Subscribe