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Three Day Investment Performance Measurement, Attribution & Risk Course: June 8th-10th, 2021 -

·2-min read

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

The host offers a unique opportunity to complete this programme online via a virtual class which will be delivered over 3 x 4.5-hour sessions on 8, 9, 10 June, starting at 9.30 a.m UK time. The course is delivered by a senior expert with over 20 years of international experience.

We cover the same material as during our course in London but you will benefit from an attractive price and additional savings on travel and, if you are based outside of the EU - also the VAT charge.

On completion, you will receive a comprehensive set of course materials and a course certificate.

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.

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 during this training

  • 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

View source version on

Laura Wood, Senior Press Manager
For E.S.T Office Hours Call 1-917-300-0470
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