Performance Measurement

This course will take you through all the major aspects of Performance Measurement. We will go through the pitfalls of calculating return. Risk adjusted performance measures such as Sharpe, Jensen and Treynor will be defined, and pros and cons will be looked closer at through a workshop. Relative performance measures will be analysed and you will learn the methodology behind breaking down portfolio return in attribution analysis. Finally, we will present in the road for an organisation to be GIPS compliant.