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
Dates: 9-11 May 2018 & 24-26 November 2018
Venue: Central London
Course Leader: Carl Bacon, Investment Management Expert
Course Fee: £2299.00 + VAT @ 20% = £2758.80
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”.
The content was very useful because it wasn't all theoretical. Very good teacher, explains the topic very well.