Common Themes:  “Dietz-Style Equations”

Common Themes: “Dietz-Style Equations”

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...
GIPS:  Supplemental Information vs. Additional Information

GIPS: Supplemental Information vs. Additional Information

In the world of GIPS compliance and composite presentations, there is “supplemental information” and there is also “additional information”… but what is the difference?When I explain these concepts to students in The Spaulding...

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