Performance Reporting for Investment Managers: Applying the by Multiple Authors (See Below)

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By Multiple Authors (See Below)

This 1991 complaints good points particular questions about functionality presentation and solutions from businesses which are reshaping their practices to the CFA Institute criteria. audio system contain Daniel W. Boone III, CFA; Dewitt F. Bowman, CFA; Mary E. McFadden, CFA; Deborah H. Miller, CFA; G. Thomas Mortensen; Stephen W. Pelensky; Mary Podesta; Ronald D. Peyton; Lee N. rate, CFA; Paul W. fee, CFA; Sam H. Smith; Robert G. Wade, Jr.; and John H. Watts.

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Additional info for Performance Reporting for Investment Managers: Applying the AIMR Performance Presentation Standards

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The Standards in Practice In the process of selecting a manager, we received a lot of feedback on the AIMR Standards. The most frequent observation was that the requirement for performance figures to be capitalization-weighted is not realistic. These managers believe that weighting accounts equally provides a truer indication of what they have accomplished. Some of these firms had a few accounts substantially larger than the bulk of their accounts, and capitalization-weighting skewed the results toward those larger accounts.

A. A. A. A. A. A. A. A. A. A. A. 2 Notes: 'First full quarter of performance, fourth quarter 1986. b First full quarter of performance, first quarter 1987. /Corp. d 65% Wilshire 5000 South Africa Free + 35% Salomon Broad Treasury / Agency. e First full quarter of performance, third quarter 1986. f Inception date 2/1 /87. g NYSE & AMEX South Africa Free stock universe. h First full quarter, third quarter 1987. 1 currently employed but who were also asked to submit RFPs for contract renewals. Managers' PERS numbers tend to differ somewhat from the returns they report in their proposals.

For actively managed product only, please provide the highest and lowest return contained in the composite in question B(l) for each year. Comment year by year as to the cause of the return dispersion. 6 months 1989 Highest Return Lowest Return Difference 5. 1987 1988 % % % % % % % % % % % % % % % 1983 % % % 1981 1982 % % % % % % 1979 1980 % % % % % % 1977 1978 % % % % % % Are performance returns independently audited or verified? If so, how? By whom? Be specific. Source: California Public Employees' Retirement System 50 1984 1985 1986 1976 % % % % % % A Consultant's Perspective l Ronald D.

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