by admin | Dec 8, 2012 | Investment Performance Guy, News
Today’s post was inspired by an op-ed piece in this weekend’s WSJ: “Madoff Got Away, But Netflix Won’t,” by Holman W. Jenkins, Jr. Jenkins discusses how Netflix CEO Reed Hastings’ Facebook post that the company’s...
by admin | Dec 7, 2012 | Investment Performance Guy, News
Many software vendors and custodians claim to offer the Karnosky-Singer multi-currency attribution model, but do they really?The name has become synonymous with a robust approach to identifying the contributions from currency movements on a portfolio’s...
by admin | Dec 5, 2012 | Investment Performance Guy, News
One of the daily alerts I subscribe to is the “word of the day,” from dictionary.com. Many of the words are quite fascinating, and today’s struck me as one that was worthy of being highlighted in a post. Chances are you’ve already guessed what...
by admin | Dec 4, 2012 | Investment Performance Guy, News
My son, Chris, and I had a preliminary meeting with someone who is looking to obtain compliance with the Global Investment Performance Standards (GIPS(R)). He left his prior firm and has recently created an account that is being managed in the same fashion as those he...
by admin | Nov 30, 2012 | Investment Performance Guy, News
The same question has come up twice in the past week, so I thought it worth posting.A manager manages several different accounts for the same client. Some returns are money-weighted (MWRR), some time (TWRR). The manager wishes to consolidate the accounts to present a...
by admin | Nov 29, 2012 | Investment Performance Guy, News
I participated in the rewriting of the wrap fee (aka SMA (Separately Managed Account)) guidance, as a member of the then AIMR-PPS(R) Implementation Committee. This was the rewrite of the earlier rewrite, that was handled by a single (un-named) member of this...
