Performance Perspectives Archive 2008
December '08 Year-end Reporting, Deja Vue All Over Again! Will We Ever Learn?, GIPS 2010... Some Ideas Good, Some Not So (continued), Firm Assets or Composite Percent of Firm Assets, which to Show?, Overlays: Actual Exposure = AUM, William Penn's Hat & Dynamic Discretion, Our New Web Site, Industry News, Reminder.
November '08 GIPS 2010... Some Ideas Good, Some Not So, Showing "Standard Deviation" on a Presentation... Risk Measure or Dispersion Measure?, Ex Ante Risk Models, Verifier Corner, TSG News, Presentation Standards Survey Reminder..
October '08 Crossing into Unchartered Territory, Perspectives, Global Fixed Income Attribution, Verifier's Corner, GIPS Survey Reminder, Staffing Resources.
September '08 Our 6th Year, When is a Prospect a Prospect (From a GIPS Perspective), Verifier Corner, Verifier Independence, Thanks from Fr. Ray, Industry News, TSG News
August '08 Treynor Ratio Mystery Solved, what About Negative Sharpe Ratios? Annualizing Standard Deviations, Verifier Independence
July '08 Whose Ratio Is It? Annualizing Standard Deviations, From Our Readers, PerformanceJobs.com Website
June '08 Carve - Outs...I'm So Confused, Brinson Fachler Vs. Brinson-Hood-Beebower, Risk Measurement Challenges, Surveys, Necessary Disclosure..., PerformanceJobs.com Website
May '08 The End of Crave-Outs? Is VaR Voodoo?, The Black Swan, So Many Models... So Much Confusion, PerformanceJobs.com Website
April '08 Amsterdam EC Meeting, Getting the Data Clean, Unsupervised Assets (and the income that comes from them), What Do You Show If There's Nothing to Show? From Our Readers, PerformanceJobs.com Website
March '08 The Confusing World of Modified Dietz, Our Next Book Project, Late Breaking News
February '08 Societe Generale - A Wake Up Call? Money - Weighted Attribution, IRR Standers Working Group, Reporting Returns At A Aggregate Level
January '08 Unsupervised Assets...There's More Than Meets The Eye, Balanced Portfolios...How Times Change, Assuming It's Right, Attribution...Art or Science? Carve Outs...Will It Be A Problem?
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