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

The revised GIPS for Asset Owners guidance statement hasn’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, that 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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