Performance Measurement and Attribution Training Course
Training
In London
Description
-
Type
Training
-
Location
London
-
Duration
3 Days
The focus with this course is to improve the way you work and enhance your performance. You will master all of the available methodologies to measure returns and be able to interpret the return of your fund against the benchmark to monitor your results successfully. You will be able to use analysis and benchmarking effectively, implementing risk-adjusted measures and using your appreciation of recent developments to increase the consistency of your results.
Facilities
Location
Start date
Start date
About this course
Attend and gain a comprehensive understanding of:
• The differences between money-weighted and time-weighted returns and which to use
• What constitutes a good benchmark and appropriate customisation calculations
• Attribution analysis including fixed income, multicurrency and derivative instruments
• The full range of risk-adjusted performance measures including those suitable for hedge funds
• The latest developments in performance standards
Reviews
Subjects
- Investment
- Fixed Income
- Risk
- Asset Management
- Performance measurement
- Performance Management
- Performance Appraisal
- Appraisal Skills
- Cash Flow Management
- Cash Flow
- Cash Management
- Banking Investment
- Investment Funds
- Investment Tax
Course programme
- Calculate a range of time-weighted and money-weighted returns.
- Discuss the implications and requirements of large cash flows
- Calculate a range of customised indices
- Calculate basic attribution effects. Discuss the impact of investment decisions. Debate typical attribution problems
- Debate and resolve firm definition, composite allocation and discretion issues for a fictitious large global asset management firm
- Calculate a range of risk-adjusted performance measures and use them to evaluate and rank the performance of five portfolios
- Analyse and interpret fixed income attribution using the Van Breukelen method
Performance Measurement and Attribution Training Course