attribution was on the two bond funds and you had to say whether they were adhering to their IPS/madate.
oh, i now remember. i thought this one one was tricky for one witn negative performance
Time pressured by that point for most…but I did these quick stuff first…I am feeling pain on DB IPS…completely lost my cool there.
any others ladies and gents?
LargeMouthBass Wrote: ------------------------------------------------------- > Thx - I remember now. I think I had the > counterparty for all of them. I don’t think this is correct. Obviously I do not remember the exact question, but I am fairly certain that the company had held the risk in one of them.
a n n o y i n g
I’m hoping for maybe 50% in AM and probably 60% in PM. That would come out with an average of 55%, which I hope is good enough. I fear that I may have <50% in AM, although I think there’s a decent chance of my getting >60% in PM… without any other info, that still gives me around 55%. With best guesses of MPSs from previous years, I think 55% could be a pass, but is by no way guaranteed. I think it is more likely to be a pass this year than normal years, just because pretty much everyone feels that they got done in extra hard in the AM.
bchadwick Wrote: ------------------------------------------------------- > With best guesses of MPSs from previous years, I > think 55% could be a pass, but is by no way > guaranteed. I think it is more likely to be a > pass this year than normal years, just because > pretty much everyone feels that they got done in > extra hard in the AM. I concur – 55% is likely to be a pass.
this is becoming one of those “what is the MPS” threads…not my aim at all…let’s stick to what you thought you got…i have listed my AM at the beginning of the thread.
I think i got 40% in the AM and 70-75% in the PM. I am borderline as that score averages out to 55-58%, where I think the MPS will be.
we are back on track more people…
Around 50% in AM and 60%-70% in PM. I also think MPS is between 54% - 56%.
more…
40-50% AM around 80% in PM
u think will get 30 out of 36 for Individual IPS ? kinda agreesive target to me
bullish i know…but I killed that question and then “got killed” on DB question.
AND IN CASE YOU ARE INTERESTED:- WORST case scenario: -… AM Individual IPS… 26 out of 36 Behaviouial… 7 out of 9 DB IPS… 6 out 36 Corner Port… 2 out of 17 Bond …10 out of 14 Risk Mgmt …10 out of 13 Reverse Cash…5 out of 14 VWAP…9 out of 14 CPPI…0 out of 9 Attribution…7 out of 9 FX…2 out of 9. IN SUM:- AM score is 84 out 180 or 47% PM 48/60 Net Net: 63%. But this is being mightily prudent on DB and Individual IPS as well as on the PM section.
AND IN CASE YOU ARE INTERESTED:- BEST case scenario: -… AM Individual IPS… 32 out of 36 Behaviouial… 9 out of 9 DB IPS… 14 out 36 Corner Port… 2 out of 17 Bond …12 out of 14 Risk Mgmt …12 out of 13 Reverse Cash…5 out of 14 VWAP…11 out of 14 CPPI…0 out of 9 Attribution…9 out of 9 FX…2 out of 9. IN SUM:- AM score is 106 out 180 or 59% PM 54/60 Net Net: 74.4%. But this really is the BEST case.
Any further thoughts from where you people are at?
apollo was the asset allocation q same as the corner portfolios?