by admin | Mar 30, 2010 | GIPS, Global Investment Performance Standards, risk
At a recent presentation on the new version of the Global Investment Performance Standards (GIPS(R) 2010), I was asked if the asset-weighted standard deviation would be permitted for the new requirement to report a three year, annualized standard deviation. Once again...
by admin | Mar 29, 2010 | Investment Performance Guy, News
Just when you thought it was safe. Years ago some folks thought that simply the use of certain software would automatically make them compliant with the AIMR-PPS(R) and/or GIPS(R) standards. But by now, we would think that this myth would have gone away. But it...
by admin | Mar 29, 2010 | attribution
I believe that many misunderstand the role of hedging: some think it is the ideal approach when managing portfolios which are subject to the movement of various market segments, such as currency. Why wouldn’t you want to hedge your global portfolio? Some think...
by admin | Mar 25, 2010 | GIPS, Global Investment Performance Standards
I was at the Advent Users’ Group Conference in Chicago today, delivering a talk on the upcoming changes to the Global Investment Performance Standards (GIPS(R)). While there were several questions posed, a few dealt with the subject of “large cash...
by admin | Mar 23, 2010 | GIPS, Global Investment Performance Standards
The term “material” or “materiality” appears several times within the Global Investment Performance Standards (GIPS(R)). Perhaps the most recent addition that requires attention is its use in the new Error Correction Guidance. It seems odd to...
