by David Spaulding | Jul 23, 2018 | rebalancing quarterly benchmarks, benchmarks, blended benchmarks, Global Investment Performance Standards, Investment Performance Guy, performance measurement
The following question was recently sent to me: suppose a firm uses a blended benchmark that rebalances quarterly… how should they calculate external dispersion? I guess I hadn’t given much thought to the possible challenges with rebalancing quarterly...
by David Spaulding | May 6, 2018 | PMAR, GIPS, GIPS 20/20, Global Investment Performance Standards, Investment Performance Guy, Journal of Performance Measurement, pension funds, performance attribution, performance calculations, performance measurement, Performance measurement conference, risk
A thought occurred to me while I was driving to Bethesda, Maryland today (I will be doing a GIPS® verification here tomorrow). Chances are, most performance measurement professionals, even those who’ve attended one or more PMAR (Performance Measurement...
by David Spaulding | May 3, 2018 | PMAR, Investment Performance Guy, performance measurement
It’s not difficult for a performance measurement conference promoter to claim their conference is the best. The Spaulding Group has, for many years, claimed that its PMAR (Performance Measurement, Attribution & Risk) conferences are the best. In a...
by David Spaulding | Apr 19, 2018 | GIPS Policies & Procedures, Investment Performance Guy, performance measurement
I never had any ambition to write. In fact, I had little interest in studying English, grammar, or any of its related topics. I was always a “math guy,” and had somehow concluded (falsely, as it turns out) that you can either be good at math or English,...
by David Spaulding | Apr 12, 2018 | GIPS compliance, GIPS, GIPS standards, Investment Performance Guy, performance measurement
Looking for ways to simplify GIPS compliance Let’s face it: complying with the Global Investment Performance Standards (GIPS®) can be a challenge. And so, why not look for ways to simplify the process? Here are a few ideas you may find of interest. Get off of...
by David Spaulding | Apr 3, 2018 | Carl Bacon, Investment Performance Guy, performance measurement
Bacon vs. Spaulding: will it happen? Despite what some may believe, Carl Bacon and I are good friends. We’ve known each other for more than 20 years, have served on committees together, have “broken bread” together on multiple occasions, and have...
