presentations

 

Information provided through presentations or documents

I) What is investment controlling?

Version as of April 2010.

The following seven presentations cover an investment controlling workshop addressing a) relevant basics in the area of performance measurement, performance attribution and performance presentation, b) investment controlling and special topics to be considered in investment controlling and c) the future of performance measurement.

Maintaining a website is a lot of work. Therefore most of the information will be provided through presentations or documents which are available as pdf-files.

If you need the original files to better use the content please contact me through email to stefan.illmer(add)gmx.ch.

If you also would like to share relevant information via this website please contact me through email to stefan.illmer(add)gmx.ch.

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II) What is MWR Attribution / IRR Attribution / Profit and Loss Attribution?

Version as of April 2010 => please consider as well documents.

The following two presentations cover a very controversial discussion in the area of performance measurement. I am dealing with this matter now for some years and do strongly believe that this analytics are very useful if not absolutely necessary to fully understand the drivers of the performance of an asset management account. The first presentation cover the differences between TWR and the MWR as well as a first step to decompose the MWR/IRR. The second presentation illustrates a simple framework for decomposing the MWR/IRR in the well known components: a) benchmark return, b) asset allocation effect, c) stock picking effect and d) interaction effect.

III) GIPS 2010 - A Final Update

Version as of June 2010.

The following presentation covers the key changes to the Global Investment Performance Standards focusing on chapter I - section 0 to 5. As the chairman of the GIPS Executive Committee (2006/2008 and 2009/2010) I was heavily involved also in this revision and I am happy and proud that in 2010 the GIPS standards are now a well established and a truly global industry best practice in the area of performance measurement and presentation.

If you need more information on the GIPS revision please visit: www.gipsstandards.org.