Portfolio Performance Measurement and Attribution Course
In today’s fast-moving financial landscape, knowing what’s driving your investment returns isn’t enough—you need to know why. Welcome to the Portfolio Performance Measurement and Attribution Training Course, where we don’t just look at numbers, but we dig deep into the metrics and methodologies that will help you assess portfolio success and improve future performance. Understanding the finer details of performance attribution could be the key to unlocking enhanced returns, better decision-making, and sustainable growth in your investment portfolio.
In this comprehensive training course, we’ll dive into the critical tools and techniques of portfolio performance analysis, guiding you step-by-step through the complex world of measurement and attribution. Ready to take your portfolio management skills to the next level?
In-Person: Classroom Sessions
| Venue Location | Duration | Language | |
|---|---|---|---|
| Nairobi, Kenya | 5 Days | English | Dates & Prices |
| Kigali, Rwanda | 5 Days | English | Dates & Prices |
| Kampala, Uganda | 5 Days | English | Dates & Prices |
| Dubai, United Arab Emirates (UAE) | 5 Days | English | Dates & Prices |
| Mombasa, Kenya | 5 Days | English | Dates & Prices |
| Naivasha, Kenya | 5 Days | English | Dates & Prices |
| Nakuru, Kenya | 5 Days | English | Dates & Prices |
| Kisumu, Kenya | 5 Days | English | Dates & Prices |
Virtual (Zoom) Instructor-Led
| Code | Start Date | End Date | Fee | |
|---|---|---|---|---|
| PPM-02 | Oct 21, 2024 | Oct 25, 2024 | USD. 750 | Register Register Group |
| PPM-02 | Nov 18, 2024 | Nov 22, 2024 | USD. 750 | Register Register Group |
| PPM-02 | Dec 16, 2024 | Dec 20, 2024 | USD. 750 | Register Register Group |
| PPM-02 | Jan 06, 2025 | Jan 10, 2025 | USD. 750 | Register Register Group |
| PPM-02 | Feb 17, 2025 | Feb 21, 2025 | USD. 750 | Register Register Group |
In-House Training
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Why top organizations prefer Trainingcred
- High engagement and outcome-centric learning
- Customized curriculum built with industry leaders, for industry leaders
- Hands-on exercises and industry use cases
- Strong reporting to track learning and calculate training ROI for managers
- Day 1 production ready on the completion of the training
Programs delivered as per your training needs
On Premises
Virtual Instructor-Led
Self-Paced
Blended
Modules Covered, Designed by Experts
Module 1: Introduction to Portfolio Performance Measurement
- Overview of Portfolio Performance: What Does Success Look Like?
- Key Concepts: Absolute vs. Relative Performance
- Importance of Performance Measurement in Portfolio Management
- Real-World Examples: Measuring Success Across Asset Classes
Module 2: Risk-Adjusted Performance Metrics
- Understanding the Sharpe Ratio: Reward for Risk
- The Treynor Ratio and Beta: Evaluating Systematic Risk
- Jensen’s Alpha: The True Measure of Manager Skill
- Practical Application: Calculating and Interpreting Risk-Adjusted Returns
Module 3: Benchmarking and Peer Comparison
- Importance of Benchmarking: Selecting the Right Benchmark
- Performance Evaluation Against Market Indices
- Sector and Peer Group Analysis
- Hands-On: Comparing Portfolio Performance to Market Benchmarks
Module 4: Introduction to Performance Attribution
- Why Performance Attribution Matters: Beyond the Top Line
- Overview of Attribution Models: Brinson, Fama-French, and Others
- Decomposing Portfolio Returns: Market, Sector, and Stock Selection Effects
- Practical Examples: Attribution in Equity and Fixed Income Portfolios
Module 5: Brinson Model of Performance Attribution
- Introduction to the Brinson Model: Asset Allocation and Stock Selection
- Attribution Analysis Using the Brinson-Fachler Model
- Decomposing Returns: Understanding Allocation, Selection, and Interaction Effects
- Hands-On: Applying the Brinson Model to Your Portfolio
Module 6: Fixed Income Performance Attribution
- Challenges of Measuring Fixed Income Portfolio Performance
- Yield Curve Analysis and Interest Rate Risk Attribution
- Sector Allocation, Duration, and Credit Attribution
- Case Study: Performance Attribution in a Bond Portfolio
Module 7: Multi-Factor Attribution Models
- Introduction to Multi-Factor Models: Fama-French, Carhart Four-Factor Model
- Identifying Risk Factors: Value, Size, Momentum, and Quality
- Decomposing Returns with Factor Analysis
- Practical Workshop: Building a Multi-Factor Attribution Model
Module 8: Currency and International Portfolio Attribution
- Challenges of International Portfolio Performance Measurement
- Currency Impact on Portfolio Returns
- Attribution Across Geographies and Currencies
- Real-Life Examples: Global Portfolio Performance Attribution
Module 9: Reporting and Communicating Performance
- Best Practices in Portfolio Performance Reporting
- Customizing Reports for Different Stakeholders: Clients, Boards, and Investors
- Visualizing Attribution Results: Making Data Accessible and Actionable
- Workshop: Creating Performance Reports That Tell the Right Story
About the Course
This course is designed to give you an in-depth understanding of portfolio performance measurement and attribution, focusing on the methods that help you not only quantify performance but also attribute it accurately to investment decisions. You will explore key topics such as risk-adjusted returns, benchmarking, and the detailed breakdown of returns through performance attribution techniques. We’ll also walk through real-world case studies, giving you practical insights into the application of these techniques across different asset classes and investment strategies.
Whether you are part of a corporate finance team, an investment manager, or a financial analyst, this course will equip you with the critical skills needed to interpret portfolio performance and drive more informed, data-driven decisions.
Target Audience
Who is this course for? If you belong to any of these groups, this training will unlock new insights for you:
- Portfolio Managers seeking to enhance their performance evaluation techniques.
- Investment Analysts aiming to provide deeper insights into portfolio returns and risks.
- Financial Advisors looking to demonstrate value and improve communication with clients.
- Institutional Investors wanting to sharpen their understanding of performance attribution.
- Corporate Finance Teams tasked with analyzing and reporting on investment performance.
Course Objectives
By the end of this course, you will be able to:
- Master the fundamentals of portfolio performance measurement and attribution.
- Use key metrics like the Sharpe ratio, Treynor ratio, and Jensen's alpha for performance analysis.
- Accurately attribute returns to investment decisions, market factors, and asset allocation.
- Understand and apply risk-adjusted performance measurement techniques.
- Analyze performance reports and use them to inform portfolio adjustments and strategy.
Organizational and Professional Benefits
How will this course boost your career? You will:
- Enhance your analytical toolkit by mastering performance measurement and attribution techniques.
- Improve your communication skills when presenting portfolio performance to stakeholders and clients.
- Increase your credibility in the finance industry with a deep understanding of portfolio evaluation metrics.
- Advance your decision-making by identifying key drivers of portfolio returns and performance gaps.
- Boost your marketability with advanced portfolio performance knowledge, positioning you as an expert in your field.
Why should your company invest in this training? Your organization will:
- Gain a competitive advantage by improving portfolio performance through better measurement and attribution techniques.
- Enhance decision-making by providing teams with accurate performance evaluation tools.
- Improve transparency and accountability with clear, data-driven performance reports.
- Optimize investment strategies by identifying factors that contribute to portfolio returns and losses.
- Promote data-driven strategies that align investments with company goals and risk profiles.
Training Methodology
How will we help you master these concepts? Our approach includes:
- Interactive learning through instructor-led sessions, ensuring clarity and depth.
- Hands-on exercises where participants apply performance measurement and attribution techniques to real portfolios.
- Case studies that bring theory to life, helping you bridge the gap between learning and application.
- Group discussions to facilitate peer learning and share practical experiences from diverse industries.
- Performance assessments to gauge your understanding and reinforce key concepts.
Upcoming Sessions in International Locations
Certification: Your Badge of Honor!
Upon successful completion of our Portfolio Performance Measurement and Attribution Course, you won't just walk away with newfound knowledge – you'll also snag a Trainingcred Certificate! This is your golden ticket, showcasing your expertise and dedication in Banking, Accounting and Financial Management.
Tailor-Made Course: Like a Suit, But for Your Brain!
Imagine Portfolio Performance Measurement and Attribution Course that fits your team's needs as perfectly as a tailor-made suit! That's what we offer with our bespoke training solution. We don't believe in one-size-fits-all; instead, we're all about crafting a learning experience that's as unique as your organization.
How do we do it? By diving deep with a Training Needs Assessment, we uncover the hidden gems – the skills your team already rocks at, the knowledge gaps we need to bridge, and the ambitions soaring in their minds. It's not just training; it's a transformation journey, meticulously designed just for you and your team. Let's make learning personal.
Accommodation and Airport Pickup
We’re here to make your experience seamless! If you need accommodation or airport pickup, just let us know. To arrange your reservations, please reach out to our Training Officer:
- Email: [email protected]
- Call/WhatsApp: +254759509615
We’re happy to assist!
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