1.麻烦老师梳理一下GIPS的portfolio\composite\pool fund 和TWR\MWR 要记得的计算时间点
2.gross和net of fee 是披露一个即可吗
3.MWR 就是IRR法吧
伯恩_品职助教 · 2024年02月15日
嗨,努力学习的PZer你好:
•Except for private market investment portfolios, portfolios using TWR must be valued monthly, and the TWR must be calculated at least monthly as of the calendar month end or last business day of the month.
•Private market investment portfolios must be valued quarterly.
•Annualized, since-inception MWRs must be calculated at least annually.
•Composite time-weighted returns, except for private market investment composites, must be calculated at least monthly.
•The core elements of a GIPS Composite Report that presents a time-weighted return include the following:composite and benchmark annual returns for all years;
这是我这边在教材上找到相关的
----------------------------------------------加油吧,让我们一起遇见更好的自己!