by admin | Apr 26, 2011 | error correction, GIPS, Global Investment Performance Standards
The revised GIPS(R) (Global Investment Performance Standards) Error Correction Guidance Statement provides clarity over the earlier version, though I suspect that many individuals whose firm claims compliance with the Standards haven’t read it (but should!)....
by admin | Apr 25, 2011 | Investment Performance Guy, News
Although for many this topic will be quite basic, I’m hopeful that there are still some insights that might be of interest. In it I point to a situation where an investor had no interest in relative performance, although it was arguably the appropriate...
by admin | Apr 21, 2011 | GIPS, Global Investment Performance Standards
The Global Investment Performance Standards (GIPS®) permit firms to establish a minimum account size. This minimum is intended to represent the threshold, below which accounts aren’t able to represent the composite’s strategy. While many compliant firms,...
by admin | Apr 20, 2011 | GIPS, Global Investment Performance Standards, money-weighting, time-weighting
Of late there’s been some discussion occurring regarding pension funds (and similar entities, such as endowments, foundations, and even central banks; i.e., “asset owners”) becoming compliant with the Global Investment Performance Standards (GIPS®)....
by admin | Apr 19, 2011 | risk
You may have heard that at last week’s Masters Golf Tournament in Augusta, Georgia, young (not quite 22 years of age) Rory McIlroy was leading by four strokes after the third round, with just Sunday to play. The golf pundits expressed great confidence that Rory...
