Practical analysis for investment professionals

Performance Measurement & Evaluation


How to Choose a Good Hedge Fund for Your Portfolio: Mark Anson’s Secret Formula

The chief investment officer at the Bass Family Office says that the expected quality of a hedge fund manager is a function of additional return, minimal volatility, a bias toward positive returns, and less big blow ups.

Investment Strategy: Rethinking Hedge Fund Indices

Creating a hedge fund index that reflects investor experience is certainly a challenge, but the assertions made in the academic research point fingers at the wrong issues. Ted Seides thinks it worthwhile to set the record straight.

Real Returns: The Importance of Considering After-Tax Investment Results (Video)

Many investors don't consider the tremendous impact that taxes can have on their investment performance.

Investing in Currencies: The Problem with Benchmarks

Prasad Ramani, CFA, discusses why benchmarking is one of the most important and oft-discussed topics in asset managment.

Sculpting Investment Portfolios: Maximum Drawdown and Optimal Portfolio Strategy

The fundamental aim of any portfolio construction methodology is to deliver optimal risk-adjusted performance.

Eric Bennett’s Top 10 Manager Search and Selection Tips

Eric Bennett, CFA, chairman and CEO of Tolleson Private Wealth Management, shares his top 10 tips for manager search and selection.

How Many of Our Successes and Failures Should Be Attributed to Luck?

How many stock pickers who outperform this year will beat a dart board next year? The answer depends upon whether luck or skill had more to do with their results.

Lie Detection for Investment Professionals: A Summary of Lying and Deceit Behaviors

Jason Voss, CFA, provides a summary of the major research about lying and deceit behaviors, including a brief overview of dozens of research papers.

Performance Measurement: The What, Why, and How of the Investment Management Process

According to Carl Bacon, CIPM, chairman of StatPro, active investment managers must understand the “what, why, and how” of their past performance in order to effectively manage their current clients’ portfolios.

Take 15: Trends in Investment Reporting and Challenges in Performance Reporting to Private Wealth Clients

This Take 15 interview with James M. Edmonds, CFA, sheds light on the intricacies and challenges of performance reporting for high-net-worth investors and financial advisers. Mr. Edmonds also discusses the GIPS standards for firms managing private wealth clients and the appropriate benchmarks.



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