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 | Jun 28, 2017 | precision, GIPS, Global Investment Performance Standards, Investment Performance Guy, performance measurement, Returns, risk
How much precision do we need? I’m a rounder: I confess. I’m fine rounding numbers. When I was mayor of the Township of North Brunswick (NJ) (2000-2003), our finance officer would deliver reports to me with precision to the penny; I told him just to round,...
by David Spaulding | Jun 12, 2017 | mutual funds, bond rating, Investment Performance Guy, past performance, peer group, performance measurement, risk
When I learned of the recent Barron’s article touting the success of an Eaton Vance municipal bond fund, based on the ratings given by two mutual fund peer group providers, a thought immediately occurred to me: it sounded exactly like the problem that resulted...
by David Spaulding | Feb 1, 2017 | performance measurement, GIPS, Global Investment Performance Standards, Investment Performance Guy, performance attribution, rate of return, rates of return, Returns, risk, risk measurement
Hidden Figures: the movie My wife and I recently saw the movie “Hidden Figures,” which is about the contributions that three black women made to the U.S. space program, starting in the early 1960s. It takes place in Virginia, which at that time was still a...
by David Spaulding | Sep 20, 2016 | Investment Performance Guy, CIPM, Returns, risk
Integrating risk and return Last week I moderated a panel on integrating risk and return at the Rimes User Conference in New York City. Rimes was celebrating their 20th anniversary, and did so in a grand fashion. Panel members were Sean Murray (Bisam), Steve...
by TSG | Feb 21, 2016 | GIPS, guidance statement, performance measurement, Performance Perspectives Newsletter, risk, risk measurement
VOLUME 13 – ISSUE 4 January/February 2016 Download PDF...
