Performance Measurement – One Day Course

This course will take you through all the major aspects of Performance Measurement. We will go through the pitfalls of calculating return. Risk adjusted performance measures such as Sharpe, Jensen and Treynor will be defined, and pros and cons will be looked closer at through a workshop. Relative performance measures will be analysed and you will learn the methodology behind breaking down portfolio return in attribution analysis. Finally, we will present in the road for an organisation to be GIPS compliant.
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Course description

– Measuring Return
– Time Weighted and Money Weighted
– Sharpe Ratio, Treynor Index and Jensen’s Alpha
– Alpha and Information Ratio
– Attribution Analysis
– Fixed Income Attribution
– GIPS

The course is relevant to

- Portfolio Managers
- Account Managers
- Risk Managers
- Financial Consultants
- IT-developers
- People involved in the GIPS compliance process
- Middle Office Employees


Course Prerequisites

A general knowledge of Portfolio Management will be beneficial.


Instructor

Jørgen Just Andresen

Programme

Date This course is offered as an inhouse course. Contact us for an offer at info@FinancialTP.com. Read more about our inhouse courses
Course days 1
Location Customers location
Language English
Level Intermediate
Price 27.500 DKK ex VAT for up to 12 participants including course material.