Half-year 20062 at 10.3%
2006H1 Tot Ret non-US equity 10.5% account 10.3% small US equity 8.2% non-US gov bond 4.9% emerging mkts 4.1% large US equity 2.7% US 30-day bills 2.4% US 10y gov bond -3.3%
1This page is not a formal presentation or an advertisment. I am an individual, not an investment firm, and hence I have no composite. This page is for illustrative purposes and I make no guarantees about its contents. I endeavored to follow calculations standards and have tried to make "every reasonable effort to assure that [my] performance information is a fair, accurate, and complete presentation of [my] performance." That said, I very explicitly have not prepared or presented this information in compliance with the Performance Presentation Standards of the Association for Investment Management and Research (AIMR-PPS®), the U.S. and Canadian version of the Global Investment Performance Standards (GIPS®).
The CFA Institute (nee AIMR) has not been involved in the preparation or review of my performance calculation or presentation in any way.
In re the size and density of that footnote, better safe than sorry.
2 Total return calculated using the hoary old modified Dietz method.
Indexes used are:
S&P/IFC Emerging Markets Composite for emerging markets
GFD World ex-US for non-US equity
Russell 2000 for small US equity
S&P 500 for large US equity
JP Morgan World ex-US Government for non-US bond
US 10-year Total Return Bond from GFD for US bonds