記同學(xué)
2020-10-06 21:45老師，36題為什么一定要有period-to-date composite return？
所屬：CFA Level III > Ethical and Professional Standards 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Vincent助教
2020-10-10 17:45
該回答已被題主采納
你好，
GIPS的規(guī)定是三種方式
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(gè)題的情況，
如果保送日期在年底，則使用A，如果在年中，可選擇使用B或C，題干中說(shuō)了是4月30日，于是應(yīng)加上period-to-date的部分。
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