An intensive three-day training course

Performance Measurement and Attribution Training Course

IFF
In London (Grossbritannien)

£ 2.299 - (2.731 )
zzgl. MwSt.

Wichtige informationen

  • Training
  • London (Grossbritannien)
  • Dauer:
    3 Days
  • Wann:
    07/06/2017
Beschreibung

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.

Wichtige informationen
Welche Ziele verfolgt der Kurs?

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

Veranstaltungsort(e)

Wo und wann

Beginn Lage
07 Juni 2017
London
6th Floor, 29 Bressenden Place, SW1E 5DR, London, Grossbritannien
Plan ansehen

Was lernen Sie in diesem Kurs?

Risk
Performance Management
Appraisal Skills
Cash Flow Management
Asset Management
Cash Flow
Investment Funds
Fixed Income
Investment
Performance Appraisal
Banking Investment
Cash Management
Investment Tax
Performance measurement

Themenkreis

Be guided through the various components of performance measurement & attribution. Practical exercises will cement your learning along the way. These include:
  • 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