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An Introduction to the Global Investment Performance Standards (GIPSĀ®)

Ensuring Fair Representation and Full Disclosure of Investment Performance

Global Standards
Performance Reporting
Trust & Transparency

Table of Contents

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Why GIPS? The Problem of Misleading Reporting

Before the GIPS standards, investment firms could present performance data in misleading ways, making it difficult for clients to compare managers. Common misleading practices included:

Representative Accounts

Showing results from a single top-performing portfolio as if it were representative of the firm's overall results.

Survivorship Bias

Excluding poorly performing accounts from performance history, which artificially inflates the reported average return.

Varying Time Periods

Presenting performance for a cherry-picked time period that shows the firm in the best possible light.

The Solution

The GIPS standards were created to address these issues by establishing a consistent, standardized approach to performance reporting across the investment industry.

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What are the GIPS Standards?

The GIPS standards are a set of voluntary, ethical principles for standardized, industry-wide performance presentation. Their goal is to ensure that investment performance is presented in a way that is fair, accurate, and comparable across different firms.

By adopting GIPS, firms give clients and prospects greater confidence in their reported performance, allowing for more reliable comparisons and more informed investment decisions.

Global Acceptance

GIPS standards are recognized and accepted worldwide, promoting consistency across international markets.

Fair Representation

Ensures that performance presentations accurately reflect the firm's investment management capabilities.

Full Disclosure

Requires comprehensive disclosure of information necessary for investors to interpret performance results.

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The Concept of Composites

Understanding Composites

A cornerstone of the GIPS standards is the use of composites. A composite is an aggregation of one or more portfolios managed according to a similar investment strategy or objective.

Key Principles of Composites

Composites must include all actual, fee-paying, discretionary portfolios managed in accordance with that same strategy.
Firms cannot cherry-pick which portfolios to include.
A portfolio must be assigned to a composite before its performance is known to prevent the creation of intentionally superior composites.
Composites provide information about the results of a particular investment style and the types of securities being managed.

The Purpose of Composites

Composites prevent firms from showing only their best-performing accounts and ensure that performance presentations represent the firm's ability to manage a particular strategy across all client portfolios.

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GIPS Verification

To further enhance confidence, firms that claim compliance with the GIPS standards are encouraged to undergo verification. Verification is the review of a firm's performance measurement processes and procedures by an independent third party.

What Verification Confirms

The verifier must attest that:

The firm has complied with all the composite construction requirements of the GIPS standards on a firm-wide basis.
The firm's policies and procedures are designed to calculate and present performance in compliance with the GIPS standards.

Disclosure of Verification

Once a firm has been verified, it can disclose this to clients and prospects using specific language, for example:

"[Insert name of firm] has been verified for the periods [insert dates] by [name of verifier]. A copy of the verification report is available upon request."

Benefits of Verification

Verification provides additional credibility to a firm's GIPS compliance claim and demonstrates the firm's commitment to the highest standards of performance reporting.

Third-Party Assurance

Independent verification gives clients and prospects confidence that the firm's performance measurement processes meet GIPS requirements.