Portfolio Performance Measurement and Attribution Analysis Course in Dubai, United Arab Emirates

Dubai, United Arab Emirates
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 -not external to it – providing essential information to several key stakeholders. Performance return attribution is defined as quantifying the excess returns of the active decisions of the investment management process. In recent years the developments in performance measurement, standards, risk and attribution (particularly Fixed Income Attribution) have accelerated considerably. This course is designed to bring all analysts, investors, risk managers and other stakeholders up–to–date with current developments.
Through this financial class lectures, interactive discussion, practical exercises and team presentations, you will be able to:
- Understand the concepts of performance measurement
- Learn the different ways to derive returns (and why the results can vary)
- Comprehend how cashflows affect the returns
- Analyse the principles of benchmarking
- Ascertain why risk measurement and management are important and what the measures mean
- Discern the role of attribution, the challenges in getting it right, and how it should be used
- Understand the differences and difficulties of fixed income attribution
- Learn the status and application of the different international performance measurement standards
The course will be of value to professionals in the following areas:
- Pension fund trustees
- Portfolio managers
- Senior management
- Performance measurers
- Risk controllers
- Compliance staff
- Sales and marketing staff
- Operations staff
You will be able to:
- Calculate performance returns
- Know the difference between money and timeweighted returns
- Understand the impact of large cashflows on performance returns
- Calculate customised benchmarks
- Know the attributes of a good benchmark
- Understand the basics of performance attribution
- Interpret an attribution report
- Calculate basic risk-adjusted returns
- Identify risk types in asset management
- Use risk measures to evaluate portfolios
- Understand the benefits of GIPS® (Global Investment Performance Standards)
- Understand the benefits and purpose of verification
Attendance cost: £3,060.00