Portfolio Performance Measurement & Attribution

Euromoney Learning

Course summary

Professional Training

3 days

3,245 GBP excl. VAT

Euromoney Learning

Professional Training

4.0 (1 Reviews)

Course Dates

Online courses

3,245 GBP

19/09/2022

London

3,245 GBP

19/09/2022

Dubai

3,245 GBP

12/12/2022

Show all (3)

Contact provider Visit provider website

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.

Contact provider

Suitability - 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

Outcome / Qualification etc.

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

Training Course 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

Why choose Euromoney Learning

4.75/5 rating on course check for service

25,000 professionals trained across public courses

99 countries where training is delivered

Expenses

Course fee: £3245+VAT

Customer Outreach Award

We believe that it should be easy for you to find and compare training courses.

Our Customer Outreach Award is presented to trusted providers who are excellent at responding to enquiries, making your search quicker, more efficient and easier, too.

About provider

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...