19 - 23 May 2025
London (UK)
Hotel : Landmark Office Space - Oxford Street
Cost : 5775 € Euro
Investment performance measurement is a critical skill for professionals in the finance and asset management sectors. This 5-day training program is designed to provide participants with a comprehensive understanding of the methodologies and standards used to evaluate the performance of investments. The course focuses on developing the technical skills required to analyze and interpret performance data, assess risk-adjusted returns, and apply global investment performance standards (GIPS). Whether you are an asset manager, portfolio analyst, or performance evaluator, this course will help you enhance your ability to measure and report investment performance accurately.
The program includes interactive sessions, case studies, and real-world examples to ensure participants gain practical experience in investment performance measurement.
Portfolio managers and analysts
Financial and investment advisors
Asset management professionals
Risk management professionals
Compliance officers and auditors in the investment industry
Professionals pursuing GIPS compliance
By the end of this training program, participants will be able to:
Understand the principles and methodologies of investment performance measurement.
Analyze and interpret performance data, including returns and risk metrics.
Apply Global Investment Performance Standards (GIPS) to ensure compliance.
Measure and evaluate risk-adjusted performance.
Prepare accurate and transparent performance reports for stakeholders.
Day 1:
Introduction to Investment Performance Measurement
Overview of investment performance measurement
Importance and objectives of performance measurement in asset management
Key performance measurement terms and concepts (return, risk, benchmarks)
Basic performance measurement formulas and calculations
Introduction to Global Investment Performance Standards (GIPS)
Day 2:
Return Calculation and Attribution Analysis
Calculating total return: time-weighted and money-weighted returns
Adjusting for external cash flows
Performance attribution: understanding contribution and attribution analysis
Equity and fixed income attribution models
Practical examples of return attribution
Day 3:
Risk Measurement and Risk-Adjusted Returns
Introduction to risk measures: volatility, beta, Value at Risk (VaR), Sharpe ratio, and Sortino ratio
Assessing and managing investment risk
Understanding risk-adjusted performance metrics
Linking risk and return in performance measurement
Case study: Analyzing risk-adjusted performance in different asset classes
Day 4:
Global Investment Performance Standards (GIPS)
Overview and history of GIPS standards
Key components of GIPS compliance: reporting, disclosures, and policies
Benefits and challenges of GIPS compliance for asset managers
Case study: Implementing GIPS in a global investment firm
GIPS verification process and ongoing compliance
Day 5:
Reporting and Communicating Investment Performance
Best practices for performance reporting and presentation
Creating performance reports for different stakeholders (investors, regulators, internal management)
Interpreting and communicating performance results
Addressing common challenges in performance reporting