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April 16, 2017 – April 18, 2018
The Grace Hotel, 77 York Street, Sydney 2000, Australia

17th Annual – P Group

16th April 2018 - Day 1

Introduction to Performance Measurement & Attribution

Workshop 1 – Registration time: 8:30 am  |  Workshop time: 9:00am – 5:00 pm

Each Course is limited to 30 participants.

Course objective

This course is designed as an introduction to new performance analysts and for those requiring a refresher of the basic principles.

Pre-requisites

Participants will be required to have a basic knowledge of how to use Excel spreadsheets.

If possible participants should bring their own laptop with excel loaded. Attendees will be asked to work in teams of two or three on excel based practical exercises.

Course agenda

Introduction

  • What is performance measurement?
  • Basic Calculations
  • Currency effect
  • Time Weighted or Money weighted?
  • The evolution of return methodologies
  • Practical exercise (Return calculations for an Emerging Markets portfolio)
  • The timing of cash flows

Benchmarks

  • Attributes of good benchmarks
  • Peer Groups, indexes, random portfolios, ETFs or Target returns
  • Index calculations
  • Practical exercise (Customised benchmark calculations)
  • Excess Returns Geometric or arithmetic
  • Performance Fees

Basic Attribution

  • Attribution as a management tool
  • The Brinson Models
  • Geometric Attribution
  • Practical exercise (Be a portfolio manager for a year attribution exercise)

Performance Standards

  • Background
  • Detail
  • Why do it?
  • Verification
Disclaimer
The organiser reserves the right to modify the course content, facilitator or location if necessary.

Attendee Information

 

Interested in speaking?

 

We are on the look out for insightful and unique speakers. Click here to send us your details - be sure to include your areas of interest.

Upcoming Events

 
  1. Investment Performance Training Courses

    April 16 - April 18
  2. Superannuation Funds Tax 2018 Forum

    May 15 @ 8:00 am - May 16 @ 5:00 pm
  3. Unit Pricing 2018 Forum

    May 21 @ 8:00 am - May 23 @ 5:00 pm
  4. Future Social Media Strategy 2018 Forum

    May 31 @ 8:00 am - June 1 @ 5:00 pm
  5. Data Governance 2018

    June 21 @ 8:00 am - June 22 @ 5:00 pm

About Us

 

IBR conferences specialises in the fields of Mining, Water, Energy, Finance, Marketing, Environment, Public Sectors and Sustainability. IBR Conferences Pty Ltd is a leading edge Australian company that provides corporate executives with tailored practical conferences keeping them up-to-date with latest business trends with in different industry sectors.

Careers

 

Join IBR Conference and be part of a world class team of ambitious, talented people.

People who are consistently pushing the bounda- ries of innovation in the world of conferences, seminars and knowledge management.

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Contact Info

 

We would love to hear from you and interact with you. Feel free to get in touch with us.

Phone: (+61 2) 9896 0776
Email: register@ibrc.com.au
Address: PO BOX 411, Wentworthville,
NSW 2145