Professional Course
4.0 (1 Reviews)

Portfolio Performance Measurement & Attribution

Euromoney Learning, In London (+1 locations)
3 days
3,645 GBP
Next course start
11 December, 2023 See details
3 days
3,645 GBP
Next course start
11 December, 2023 See details
This provider usually responds within 48 hours 👍

Course description

Portfolio Performance Measurement & Attribution

A three day practical course, delivered remotely over 6 two-hour sessions, designed to give a thorough understanding of the fundamentals of performance measurement, ranging from basic return calculation, benchmark construction, basic attribution analysis, advanced attribution for derivative instruments, alternative strategies, fixed income and multi-currency, to risk-adjusted performance measures.

Upcoming start dates

1 start date available

11 December, 2023

  • Classroom
  • London

Who should attend?

Who Should Attend?

  • Pension fund trustees
  • Portfolio managers
  • Senior management
  • Performance measurers
  • Risk controllers
  • Compliance staff
  • Sales and marketing staff and operations staff

Training content

  • Introduction and returns
  • Benchmarks, performance fees and standards
  • Basic Attribution
  • Geometric Attribution
  • Practical exercise (Be a portfolio manager for a year attribution exercise)
  • Further Attribution
  • Practical Exercise (Weighted Duration attribution)
  • Simple Risk-adjusted Performance Measurement
  • Practical Exercise (Portfolio Evaluation)
  • Advanced Risk Measures
  • Drawdown
  • Higher & Lower Partial Moments
  • Value at Risk
  • A Periodic Table of Risk measures
  • Conclusion


Course fee: £3645+VAT

Certification / Credits

Through remote lectures, interactive discussion, practical exercises, you will be able to:

  • Understand the concepts of performance measurement
  • Learn the different ways to derive returns (and why the results can vary)
  • Comprehend how cash flows affect the returns
  • Analyse the principles of benchmarking
  • Ascertain why risk measurement and control are important and what the measures mean
  • Discern the role of attribution, the challenges in getting it right, and how it should be used
  • Understand the impact and uses of derivative instruments
  • Appreciate the differences and difficulties of Fixed Income Attribution

Why choose Euromoney Learning?

4.6/5 rating on course check for service

60,000 professionals trained across public courses

80+ countries where training is delivered


Average rating 4

Based on 1 reviews.
Write a review!
Abdulmohsen, Wafra International Investment
27 Feb 2018

Exellent service!

Contact this provider

Contact course provider

Fill out your details to find out more about Portfolio Performance Measurement & Attribution.

  Contact the provider

  Get more information

  Register your interest

Country *

reCAPTCHA logo This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.

Euromoney Learning

At Euromoney Learning, we understand that learning doesn’t start and end when you leave the classroom. We know that the financial markets never stand still, and that technology has both simplified and added complexity at a break-neck pace. That’s why...

Read more and show all training delivered by this supplier