Not exact matches
One of the new requirements associated with CRM2 is the disclosure of annual
performance reporting using the Money - Weighted Rate of Return (MWRR)
calculation methodology, which differs from the industry standard Time - Weighted Rate of Return (TWRR)
methodology.
To that end, it might be helpful to review some of the provisions of the CFA Institute's 2010 edition of the Global Investment
Performance Standards (GIPS) regarding
calculation methodology and composite construction, including the following.
The MSCI Global Data Standards for Real Estate Investment together with the MSCI Global
Methodology Standards for Real Estate Investment aim to provide a new platform of data definitions and
calculations that support integrated measurement of
performance and risk for private commercial real estate investments.