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
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
Costs
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
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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...
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