by admin | Sep 20, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, CIPM formulae, CIPM formulas, CIPM Principles, estimated time-weighted return, Modified Dietz, Original Dietz, return measurement, time-weighted return, true time-weighted return, TWR
For today’s post, I’d like to review some of the “Dietz-style” formulae we use to calculate true time-weighted return and estimated time-weighted return. I’ve never actually seen the formulae presented this way, but hopefully doing...
by admin | Sep 19, 2013 | Investment Performance Guy, News
Four of us from our company (Chris Spaulding, Jed Schneider, and Steve Sobhi are joining me) are in beautiful Boston for the annual GIPS(R) conference. As we have for roughly the past 15 years, we are sponsoring this event. I didn’t attend last year, and...
by admin | Sep 17, 2013 | Investment Performance Guy, News
Probably sparked by (a) my discovery of the TV show, The Big Bang Theory, and (b) the fairly recent news about the Higgs boson, I recently began reading Leon Lederman’s The God Particle. Mind you, I have JUST begun, but already stumbled upon something...
by TSG | Sep 16, 2013 | GIPS, Performance Perspectives Newsletter, uaps
VOLUME 11 – ISSUE 1 September 2013 Download PDF...
by admin | Sep 16, 2013 | Investment Performance Guy, News
A few years ago, when our younger son, Douglas, began to participate in the “Tough Mudder” events, he called to tell us how he did. He told my wife that he finished in, as I recall, something like two hours. My wife responded with great pride. When she...
