GIPS-man Quiz #1

Which of the following is REQUIRED, and not merely a recommendation? a) Presentation of an ‘equal-weighted’ mean and median returns for each composite b) Presentation of ‘gross-of-fees’ returns for each composite c) Presentation of composite returns are to be calculated on an ‘asset-weighted’ basis d) Presentation of the annualized three-year ex post standard deviation of composite and benchmark returns for periods ending on or after 1 January 2005

C). mcap, the scheme has been changed. ==> only 3 choices.:slight_smile:

C?

C by POE shuns

D

C

C… after 2011 i think on D or 2010

Are we factor models? Question in, answer out.:smiley:

C is correct.

some more of these Mcap, lets do dis

YEAHHH!!! BOOOOEYEYYYEYYEYE!!! WHAT??!?! WHAT?!?!! WHO ELSE WANTS SOME? WHO ELSE WANTS SOME OF DEEBO??!

tonight, im attacking GIPS and AMC after downing 4 red bulls.

c) Presentation of composite returns are to be calculated on an ‘asset-weighted’ basis That answers a little vague don’t you think??? There are different methods you could classify as asset weighted…, for example, you can’t asset weight using end of period values…

C?

C!

what is wrong if we select B ? it s only recommendation?

soundboy Wrote: ------------------------------------------------------- > what is wrong if we select B ? > it s only recommendation? Yes you can either show gross or net of returns. But the components need to be disclosed.