Obtaining Market Data for Report Production

Submitted by Addy Suhut on Sun, 08/30/2020 - 11:36

Contemporary investment policies of institutional investment portfolios commonly employ total return indices as performance benchmarks for asset classes permitted in the portfolio. The weighted average rate of total return of these total return indices is used to generate a custom benchmark total return numbers for use in evaluating the performance of investment portfolios.

Basis of Performance Reporting - Moving from Income Return to Total Return

Submitted by Addy Suhut on Fri, 09/18/2020 - 05:56

Funds (investments portfolios according to sources of funds) are progressively moving to the best practice of performance reporting on a total return basis from being reported on an income return basis, with the move being subject to availability of reporting resources and harmonization with progress on portfolio transition and existing financial statements reporting.

At present, Funds are being reported on the following basis:

Sourcing Benchmark Return Numbers from the Bloomberg Terminal or from the Internet

Submitted by Addy Suhut on Sun, 08/30/2020 - 09:46

To accommodate the 2 types of performance reporting (on a total return basis and on income return basis), 2 types of benchmark return numbers have to be sourced, namely benchmark Total Return and benchmark Income Return.

Generally, both sets of returns are sourced as follows: