Net-Of-Fee Performance Calculations

Research & White Papers

Written by the CFA Society NY’s Performance & Risk Analytics Committee–Krista Harvey, CFA, CIPM , Andre Mirabelli, Ph.D.– This paper is intended to help investment professionals by articulating common and acceptable industry practices as they relate to the calculation of timeweighted returns for a portfolio of investments on a net-of-fee basis…

Related news

The Limited Efficacy Of Elementary Brinson Attribution

Read Dr. Andre Mirabelli's explanation of the limitations of Elementary Brinson Attribution. An Excel example can be found above.

Portfolio Net Of Fee Performance

NYSSA Performance & Risk Analytics Committee--Krista Harvey, CFA, CIPM - TIAA, Andre Mirabelli, Ph.D. - Opturo -- Presentation on paper for Net-of-Fee Performance Calculations

Investics And Opturo Partner To Provide Performance Measurement Services To Institutional Investors

Investics Data Services Company, Inc. and Opturo, Inc. have entered into an arrangement for Investics to utilize Opturo's performance measurement and data management capabilities (ODIN and VIA) in the Investics Cloud Ecosystem (ICE) ©. These next generational capabilities provide for maximum flexibility to instantly calculate in real time a truly customized risk and return service,…