Rates of Return 101 - 1 day Training Course
This intensive Rates of Return course from the Spaulding Group will give participants a full understanding of Rates of Return. The techniques taught during this course will be demonstrated using a number of case study examples, making them as applicable and understandable as possible, so that participants will be able to apply their knowledge to their own industry as soon as they have completed the course.
Upcoming start dates
Contact The Spaulding Group for future dates.
- New Brunswick
Time-Weighting vs. Money-Weighting
Approximate Time-Weighted Methods– Mid-point Dietz
– Modified Dietz
– Modified BAI
Exact Time-Weighted Methods– True daily
– Unit value
Approximate Money-Weighted Methods– Modified Dietz
Exact Money-Weighted Methods– Internal rate of return
Sub-Portfolio Rates of Return
Multi-Period Rates of Return
Cumulative Rates of Return– Why we geometrically link
Annualized Rates of Return
Accruals vs. Cash Basis– Why we accrue interest and dividends
– How to accrue for dividends
Making Sense of Nonsensical Results
What Performance Analysts Should Be Doing Beyond Just Reporting The Numbers
What Kinds of Things Should We Be Looking for?– Misfit
– Style drift
The Role of Performance Analysts at Other Organizations
The cost of this course is $995 per participant.
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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...