标题: if the initial period is less than a full year [打印本页] 作者: LPoulin133 时间: 2011-7-11 19:06 标题: if the initial period is less than a full year
Prior to 2011, how to handle the composite return if the initial period is less than a full year?
For your convenience...
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Presentation and Reporting
5.A.1
c. For COMPOSITES with a COMPOSITE INCEPTION DATE of 1 January 2011 or later,
when the initial period is less than a full year, returns from the COMPOSITE
INCEPTION DATE through the initial annual period end.
d. For COMPOSITES with a COMPOSITE TERMINATION DATE of 1 January 2011 or
later, returns from the last annual period end through the COMPOSITE
TERMINATION DATE.作者: infinitybenzo 时间: 2011-7-11 19:06
How to present the composite returns if the composite was created in June, 2010?作者: nannan66 时间: 2011-7-11 19:06
you must not annualise the return if not it is taken as modelling or rather simulating the return作者: Unforseen 时间: 2011-7-11 19:06
Does the firm need to present the composite return in 2010?
If yes, what's the purpose of 5.A.1.c?
