What question does the GIPS for Asset Owners composite return answer?

The revised GIPS for Asset Owners guidance statement┬áhasn’t yet been finalized, but we can pretty much expect that the time-weighted composite return requirement will remain. At a recent NYSSA (New York Society of Security Analysts) GIPS program,┬áthat I had the...
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...

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