A Simple Approach to Fund of Funds Performance Measurement

$25.00

This article describes a simple approach to accurate fund of funds performance measurement. The method uses
the data readily available in the performance system in order to provide precise fund of funds performance.

Author: Spiros Koutsogianopoulos, CIPM, SS&C Technologies

This article develops a simple approach to accurate fund of funds performance measurement.  The method uses the data readily available in the performance system in order to provide precise fund of funds performance.  The resulting weights, returns and contributions are mathematically sound and can subsequently be used in any attribution calculation and other analyses.

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The Journal of Performance Measurement

The Performance Measurement Resource.

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