Practical analysis for investment professionals

performance measurement


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: ROE: The Wrong Performance Measure for Banks

Robert Jenkins, FSIP, cites the flaws in the traditional return on equity (ROE) measure in measuring bank financial performance and proposes some much needed alternatives.

Take 15: Evaluating Performance Attributions and New Models to Measure Risk

Carl R. Bacon, CIPM, a performance measurement specialist, discusses the evolution of performance attribution, the latest developments in performance measurement, and the issue of ex post risk.



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