Around the Peak.

The latest news, tips and information from us
here at Longs Peak.

Sort by Topics

GIPS Compliance

Investment Performance

Longs Peak News

Investment Performance

Investment Performance

When to Use Time-Weighted Return (TWR) vs. Money-Weighted Return (MWR)

When should you use a TWR and when is it appropriate to use a MWR (IRR)?
Investment Performance

What is the Information Ratio?

The Information Ratio demonstrates a strategy's excess return, scaled by risk. Rather than using total risk or systematic risk, the Information Ratio uses…