Portfolio Performance Measurement & Attribution Analysis
Course Info
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Course Details
Introduction
Objective
Who should attend
Access to the right tools to measure and evaluate your portfolio’s performance is critical to your business decisions. With our portfolio performance measurement and attribution service, you’ll have the right solution to gain insight into your performance strategy and transparency into your investment performance drivers.
Portfolio performance measurement is the quality control element of the investment decision process. It provides the necessary information to enable asset managers and clients to assess exactly how their money has been invested and the results of the process. Performance measurement is a core part of the decision process providing essential information to several key stakeholders.
The Portfolio Performance Management & Attribution Analysis course brings all analysts, investors, risk managers and other stakeholders up to date with the latest developments, teaching you a number of skills that will enable you to achieve better results
Course Outline
Introduction
- Why measure portfolio performance?
- The measurement process
- A brief history of asset returns
- Review of quantitative tools
The Mathematics of Portfolio Returns
- Arithmetic vs. geometric rates of return
- Value (money) weighted rates of return
- ICAA, simple and modified Dietz methods
- Time weighted rates of return
- Hybrid methodologies
- Linked modified Dietz and linked IRR
- Portfolio component returns
