鐘同學(xué)
2020-08-03 12:42請問原版書Reading 6課后題第36題為什么說違反規(guī)定？one-, three-, and five- year annualized composite returns through the most recent period應(yīng)該也符合規(guī)定呀？謝謝
所屬：CFA Level III 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Chris Lan助教
2020-08-03 19:28
該回答已被題主采納
這個題一直存在爭議，GIPS的規(guī)定是三種方式
Advertisements that state a claim of compliance and present performance must also present one of the following sets of total returns:
a) one-, three-, and five-year annualized composite returns through the most recent period;
b) period-to-date composite returns in addition to one-, three-, and five-year annualized composite returns through the same period of time as presented in the corresponding compliant presentation; or
c) period-to-date composite returns in addition to five years of annual composite returns calculated through the same period of time as presented in the corresponding compliant presentation.
所以a)情況就是這個題的情況，其實是不違規(guī)的，但協(xié)會并沒有勘誤，所以我們只能暫時以協(xié)會的思路來理解這個題，要加上持有期的回報率。
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