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Successfully Measuring Returns: The Methodologies and Industry Practices
What is Performance Measurement?
Money or Time-Weighted Returns
What is a Good Benchmark?
Attribution Analysis and its Importance to Ensure Effective Measurement Control
Globalisation of Presentation Standards
The Most Recent Developments and their Impact on Performance Measurement
Risk–Adjusted Performance Measurement
Case Studies, Practical Exercises and Discussions
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