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2-Day Workshop: Investment Performance Measurement, Attribution & Risk (London, United Kingdom - December 4-5, 2019) -
[October 21, 2019]

2-Day Workshop: Investment Performance Measurement, Attribution & Risk (London, United Kingdom - December 4-5, 2019) -

The "Investment Performance Measurement, Attribution & Risk" training has been added to's offering.

This is a comprehensive, hands-on business introduction to the concepts and application of Investment Performance Reporting, Equity Attribution and Ex-Post Risk. Although it includes brief coverage of Fixed Interest Attribution, Multi-Currency Attribution and Ex-Ante Risk each of these more complex applications is given separate, dedicated one-day coverage in other workshops.

The workshop includes numerous case studies which work from raw data. It also includes coverage of the data management implications of Performance and Attribution implementations.

By attending this workshop you will gain an understanding of Performance, Attribution and Risk to allow to follow through from Portfolio Valuation to Performance Report. In addition you will be able to take the applications forward to get to the next stage' performance analysis, client reporting and user problem solving.

Participaion in this workshop requires a Laptop with Excel 2003 or later version. We can provide laptop if requested for additional fee.

Pre-arrival Requirements

It is assumed that prospective attendees will have:

  • A reasonable understanding of securities processing and client reporting, valuation reporting especially
  • Average competency with MS Excel (2003 version as a minimum).

Investment Performance, Attribution and Risk are complex topics. Each includes concepts distinct from, for example, Investment Reporting, Accounting or Fund Pricing. Accordingly, a simple spreadsheet with guide is made available for prospective attendees pre-workshop to attempt and gain initial familiarity with key concepts.

What Will You Learn?

By the end of the course you will be able to:

  • Calculate returns and use key metrics
  • Understand the benchmarks and indices and use them to measure performance
  • Calculate and measure risk
  • Track errors in performance
  • Apply portfolio attribution
  • Understand and apply Global Investment Performance Standards
  • Present performance results and prepare reports

Main Topics Covered

  • Performance Returns
  • Annualised vs Cumulative Returns
  • Impact of Fees
  • Currency impact
  • Benchmarking
  • Contribution Analysis
  • GIPS
  • Performance Attribution
  • Equity Attribution - Top Down', Single Period
  • Equity Attribution - Bottom Up' Alternative, Single Period
  • Introduction to Multi-Currency Attribution
  • Ex-Post and Ex-Ante Risk
  • Statistical Concepts
  • Ex-Post - Key Absolute Measures
  • Ex-Post - Key Relative Measures

For more information about this training visit

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Technology Marketing Corporation

35 Nutmeg Drive Suite 340, Trumbull, Connecticut 06611 USA
Ph: 800-243-6002, 203-852-6800
Fx: 203-866-3326

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