Performance Measurement AttributionThe Spaulding Group
Performance Measurement Attribution - 2 day Training Course
This two day course from The Spaulding Group is devoted the the increasingly important topic of performance measurement attribution. Participants will come away from this course with the skills and knowledge that will enable them to calculate performance attribution and then understand the results.
- Understand the fundamentals concepts of attribution, and how they’re applied to investing. Learn the criteria for attribution systems.
- Develop an appreciation for the differences between the two “Brinson” models. Understand the various effects and how they’re derived, including interaction.
- Understand the key differences between naïve currency attribution, and the extensive Karnosky-Singer model.
- Learn why arithmetic attribution is “linking challenged,” and requires the use of a linking model to extend the results across time.
- Gain an appreciation for the differences between Arithmetic and Geometric Attribution
- Learn the key differences between Holdings and Transaction-based Attributiont
- Understand the fundamental role of attribution, and how its implementation can vary, depending on the type of management (e.g., a long-only vs. hedge fund manager) or perspective (e.g., models for plan sponsors).
Who should attend?
There are no prerequisites for this course (although it is recommended to complete the Fundamentals of Performance Measurement class), and there is no advanced preparation required
Course content includes:
- What performance measurement attribution is and how it is used
- Equity Attribution
- Geometric vs Arithmetic
- Holdings vs Transactions-based
- Fixed income attribution
- Currency Attribution
- Other attribution concepts
- Using the results
- Other factors to consider
- Finding a performance measurement attribution system
- The future of performance measurement attribution
The cost of this course is $1,795 per participant.
About The Spaulding Group
Since 1990, The Spaulding Group has been one of the most influential performance measurement services firms in the investment industry. Solely focusing on the money management industry, Spaulding is unlike other firms that support a variety of industries. There is...
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