A bi-weekly challenge from Andre Mirabelli & Opturo
When there are flows into or out of a portfolio, can fees that are paid at the end of a period be accrued over the days of the period in a manner that preserves, from before implementing the accrual to after implementing the accrual, both the ending market value and the net return for the period?
In the Opturo Newsroom, this is noted in ‘Challenges Building A Performance & Attribution Application’ and is discussed in the paper “Portfolio Net of Fee Performance” available there.
A bi-weekly challenge from Andre Mirabelli & Opturo
Related news
Pension Fund Managers: Data clarity shouldn’t be a luxury
Data clarity shouldn't be a luxury—it should be the standard. With ODIN's Dashboard Builder, turning complex data into clear, decision-ready visuals takes minutes—not days. One of our asset management clients recently streamlined their entire performance reporting process by using Dashboard Builder to create tailored visual workflows directly from their data pipelines. The result? Cleaner insights,…
Read moreOpturo Launches Robust, Powerful Workflow Management Tool
Opturo launches workflow management tool for batching & monitoring series of processes using an easy to use administration console.
Read moreEvaluating A PM By The Steady Success Of Each Kind Of Decision That The PM Controlled
For 4th Annual Performance And Risk Forum--Andre Mirabelli, Ph.D.-- Presentation on Evaluating A PM By the Steady Success Of Each Kind of Decision That the PM Controlled
Read more