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Basic GIPS Question: Can composite be backfilled?
Hi
A very simple question concerning GIPS composites:
An asset management firm wants to become GIPS compliant. They manage 10 portfolios and want to build two composites (5 portfolios in each). The portfolios are all managed since 2000 and all performance and trade data is still available.
Q: The firm wants to be compliant with GIPS starting 2013. Can they now use the original data from the existing portfolios to recalculate the portfolios and composites (GIPS compliant) and show a track record back to 2000?
Thanks for clarifying.
Best, alex |
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