AIMR Performance Presentation Standards Handbook, 1997

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AIMR, 1996 - Investment advisors - 145 pages
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Contents

Introduction
1
Statement of the AIMR Performance Presentation
11
Creation and Maintenance of Composites
27
Copyright

6 other sections not shown

Common terms and phrases

accepted accounting principles accrual Accrual accounting accrued acquired firm actual after-tax aggregate composite AIMR AIMR-PPS standards all-cash basis amortization annual asset allocation asset class asset-weighted composite assets under management base currency basis points benchmark calculated call options capital appreciation capital gains Capital gains tax cash allocation cash flows cash-basis accounting claim compliance client compos composite assets composite performance composite return contingent interest currency overlay CUSIP dards decision matrix derivative securities disclosure discretionary dispersion dividends equal-weighted equity ex-dividend date example exchange rates fee-paying FIFO firm must disclose firm's firmwide fixed-income Frank Russell Company fund gross gross-of-fees guidelines hedged high-low hybrid securities included income index fund investment advisors Investment Management investment performance investment strategy investment style investors J.P. Morgan Level II verification leverage LIFO local currency managed accounts management fees mance Market risk market value measure ment method Morgan Stanley multiple-asset net asset value net of fees net present value net-of-fees nondiscretionary normally distributed number of portfolios percent percentage Performance Presentation Standards performance results period portfolio management portfolio returns private equity Private Placements prospective clients quarterly quartiles rate of return real estate recommended reporting restated risk risk-free rate Salomon Brothers securities segment standard deviation stocks subperiod subsector supplemental information Swiss Bankers Association T-bills tax rate tax treaties tax-exempt taxable time-weighted rate total assets total firm assets total return transaction transaction costs Treynor U.S. dollar underlying assets unrealized gains valuation Venture and Private venture capital verifier volatility weighted withholding taxes Wrap-Fee Accounts zero-coupon bonds Zurich Insurance Company

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