This conference includes insightful presentations from industry experts. We examine how risk measures must be tailored to the both the investors’ objectives and time horizons and why traditional measures of risk may provide misleading information in many cases.
The issue of the investment time horizon is further put under the microscope as we explore the measurement of the performance of superannuation funds. The APRA heat map is discussed in depth.
Is smart beta as smart as some would lead us to believe? We review the pros and cons of adopting such strategies.
We look at options for preparing and presenting performance reports to the Board and other senior members of the organisation.
Later on, we look at some of the more technical aspects of performance measurement, including fixed income attribution, risk models, development of post tax performance models and the associated deployment of technology. The perennial debate of active versus investment management is also included.
The conference would benefit both experienced performance analysts in introducing different perspectives and new ideas as well as providing invaluable insights for those in the earlier stages of a career in performance analytics.