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Performance Measurement and Attribution Training Course

Three days of training with with numerous practical exercises

19 - 21 October 2020

Central London

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.

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

Download the Performance Measurement course brochure

cpd certified

Dates: 19-21 October 2020
Course Leader: Carl Bacon, Investment Management Expert
Course Fee: £2999.00 + VAT @ 20%  = £3598.80

View the Performance Measurement course agenda

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
carl bacon

Carl Bacon CIPM, joined StatPro Group PLC as Chairman in April 2000. Carl also runs his own consultancy business providing advice to asset managers on various risk & performance measurement issues.

Prior to joining StatPro Carl was Director of Risk Control & Performance at Foreign & Colonial Management Ltd, Vice President Head of Performance (Europe) for JP Morgan Investment Management Inc., & Head of Performance for Royal Insurance Asset Management.

Carl holds a B.Sc. Hons. in Mathematics from Manchester University & is a member of the Advisory Board of the Journal of Performance Measurement, a founder member of both the Investment Performance Council & GIPS®.

Carl is also the author of “Practical Portfolio Performance Measurement & Attribution” part of the Wiley Finance Series, numerous articles & papers & editor of “Advanced Portfolio Attribution Analysis”.

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The content was very useful because it wasn't all theoretical. Very good teacher, explains the topic very well.

Melinda Arend, 

Performance Analyst, PGGM

cpd certified

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