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Getting to grips with pooled funds for GIPS®️ 2020

It has repeatedly been mentioned that GIPS® 2020 is the biggest change in the standards since their introduction 20 years ago…

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5 Commonly asked questions about GIPS® 2020

GIPS® 2020 has left many firms with questions as to what exactly is changing and how they should proceed once the update is live. In an effort to provide insight into these changes to the standards, we’ve...

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GIPS® 2020 Cheat Sheet

GIPS® 2020 is coming and while many firms may be unaffected, it is the largest change to the standards since their inception in 1999.

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5 Questions to ask potential performance vendors

Evaluating any type of vendor can be an onerous experience, but evaluating a performance measurement system can be especially burdensome. Whether it be calculation type availability, accuracy of returns or...

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Transaction vs. Holdings-Based Performance Calculations

Whilst performance attribution plays a critical role in the analysis of any portfolio, calculating performance (which is a necessary input to this analysis) plays an equally important role.

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Fixed Income Attribution – Where risk and performance really come together

For many years, investment management professionals have discussed risk and performance as being ‘two sides of the same coin’ and the convergence of the two functions within asset managers. Risk is managed...

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Abnormal Returns: Returns for Short Positions and Portfolios

This post is an excerpt from an article in the most recent volume of the Journal of Performance Measurement written by Carl Bacon, CIPM, StatPro Chief Advisor, Ian Thompson, Ph.D., Global Head of Portfolio...

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The impact of proposed changes to GIPS® 2020: Part 2

In the third and final installment of our series on the CFA Institute’s Global Investment Performance Standards (GIPS®) 2020 revision, we continue to look at some of the proposed changes outlined in the...

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The impact of the proposed changes in GIPS® 2020

As we wrote about in our recent eGuide, the first major revision of the Global Investment Performance Standards (GIPS®) in more than a decade is underway. Known as GIPS® 2020, the project aims to bring the...

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The impetus behind GIPS® 2020

Like any heavily regulated industry, financial services has many sets of third-party compliance standards and guidelines to follow. While compliance with some of these industry standards is voluntary and...

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