by admin | Mar 22, 2010 | attribution, performance attribution
We’re consulting with a non-software vendor client who is enhancing their performance measurement system, which includes transaction-based attribution. During a recent discussion they mentioned that they calculate attribution daily and then link these results....
by admin | Mar 18, 2010 | GIPS, Global Investment Performance Standards
In today’s webinar on GIPS 2010 one of the attendees (participants?) asked if for the new GIPS(R) 2010 (Global Investment Performance Standards) requirement to report 3-year annualized standard deviation, if an asset weighted version of standard deviation would...
by admin | Mar 18, 2010 | Investment Performance Guy, News
In our Fundamentals of Performance Measurement course I often mention the ailment known as “rootaphobia,” or the “fear of roots” (as in square roots; the root symbol). I later mention “tulipomania.” And while the former is...
by admin | Mar 16, 2010 | Investment Performance Guy, News
I just posted a dozen tips to choose a verifier and mentioned a couple times the issue of “reputational risk.”If you don’t think avoiding this risk is important, I have two words for you: Tiger Woods.The photo’s announcement of Tiger’s...
by admin | Mar 16, 2010 | GIPS, Global Investment Performance Standards, verification
How does one go about choosing their GIPS(R) (Global Investment Performance Standards) verifier? There is little guidance provided and it’s very easy to use criteria which is less than ideal. I’ve compiled this list and hope you find it of value (as...