Insights into the investment performance analytics problems and solutions during the recent times of extreme market volatility. Hear the informed opinions and lessons learned by a panel of industry experts
EXPERT PANEL MEMBERS
KYLE RINGROSE
Principal at Athena IOC
(PANEL CHAIR)
CARL BACON
Chief Adviser, Confluence (UK)
TODD JUILLERAT
CFA Senior Vice President, The Spaulding Group, Inc. (USA)
STEPHEN GWYNNE
Senior VP, Head of Investment Risk and AnalyticsServices, Northern Trust
DAMIEN DAMIANO
CIPM, Portfolio & Performance Analystat Martin Currie, Australia Committee Member, CFA Institute
TOPICS COVERED INCLUDE:
The relevance of investment risk measures
The value demonstrated by traditional ex-post measures of investment risk
The value added by ex-ante risk measures
How the ASFA Standard Risk Measure (SRM) has stood up
The emerging value of risk adjusted returns
Keeping superannuation fund members focussed on long term objectives
How the short-term investment returns can be put into perspective by performance analysts
The key differences between strategic and tactical performance measures
Differentiating between investment fundamentals and market noise
Measuring the performance of investments in unlisted assets
The issues with calculating meaningful short-term performance of infrequently valued assets
Development of useful benchmarks
Attribution between market and currency returns for overseas investments
The importance of segregating currency from market returns in volatile markets
How to provide meaningful currency hedged returns
The definition of “Growth” and “Defensive” assets
How “Defensive” assets may or may not have justified their description
Shortcomings revealed in the Growth/Defensive classifications
Investment performance correlations
How different asset have actually performed over recent times
The effectiveness of traditional asset class diversification has been in reducing portfolio volatility
Measuring investment performance of portfolios including derivatives
The impact of volatile markets on the performance of portfolios including derivatives
Fundamental rules for measuring the performance of derivative instruments
Measuring the investment risk of derivatives
Issue arising with attribution analysis
The impact of extreme market volatility on attribution analysis
The value added through risk attribution
THIS IS AN ONLINE EVENT If you cannot make it to the live webinar, we can send you the recorded session after the event.
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