Nov 26, 2018 - Nov 28, 2018 Grace Hotel Sydney, 77 York street, Sydney, NSW Australia

Investment Performance Measurement, Attribution & Risk Management 2018 Fourm

26th NOVEMBER 2018 - Day 1

Participants registration and refreshments.

Chairman’s address to the gathering.


  • Mark Goodey,Director, Senior Principal of Investment Analytics, Eagle Investment Systems LLC
  • Share latest industry themes for investment performance analytics
  • Which elements are ripe for disruption?
  • Should we push ourselves to be like other service sectors?
  • How can technology partners and service providers help?


  • Mark Goodey, Director, Senior Principalof Investment Analytics,Eagle Investment Systems
  • Graeme Roberts,Solutions Specialist at Eagle Investment Systems
  • Artificial Intelligence (AI) Meets Performance Measurement
  • Artificial Intelligence and how it will impact the performance analytics profession
  • Where AI is developing in software solutions
  • How realistic is the notion that performance analysts can be replaced by robots
  • Areas where robots may never replace humans
  • Areas where AI will enhance accuracy and timeliness

Panel Members

  • Alpha to Omega, appraisal to pain!
  • The evolution of risk measures
  • All the available risk measures structured according to type and shape of return distribution
     Absolute
     Relative
     Downside
     Gain- loss
     Prospect
     Drawdown
     Risk-adjusted return


  • Carl Bacon,Chief Adviser,StatProUK

Refreshments and Networking opportunity for participants.

  • Defining risk from the asset owner’s perspective
  • Tailoring risk measures to the asset owner’s objectives
  • The trade off between risk and return


  • Kyle Ringrose, Principal Athena IOC Pty Ltd, Former Head of Investment Operations, Qsuper
  • Common risk measures contrasted and compared
  • Standard deviation
  • Sharpe ratio
  • Information ratio
  • M2 ratio
  • ASFA Standard Risk measure


  • Carl Bacon,Chief Adviser, StatPro UK
  • Kyle Ringrose,Principal Athena IOCPty Ltd

Lunch and Networking opportunity for participants.

  • The different types of fixed income attribution
  • Where some measures are more appropriate than others
  • The complexities and how to simplify them


  • Andrew Colin,PhD FIMA CMath,Senior QuantitativeAnalyst, QSuper


  • Andrew Kophamel,Head of PerformanceAnalytics – Asia Pacific,Aberdeen StandardInvestments

Refreshments and Networking opportunity for participants.

  • Challenges in implementing an after tax performance model for the new AMIT (attribution managed investment trusts) tax regime
  • Options considered in implementing the after tax performance model
  • The solution and assumptions used in the model


  • David Priest,CIPM, Senior PerformanceAnalyst, Vanguard

This session will discuss the migration of investment portfolio thinking from a pre-tax to an after-tax performance basis and illustrate the role tax plays in three ways:

  • The relationship between pre-tax and post-tax performance
  • The relationship between manager skill and tax
  • The relationship between tracking error and tax alpha


  • Raewyn Williams,Managing Director Research, Parametric


  • What are the struggles preventing this from happening?
  • Addressing how accurate and timely performance combined with risk analytics, can bring the front and middle office closer together and improve efficiency
  • How can we scale, automate and improve the process of investment performance measurement, to enable accurate and timely attribution?
  • Leveraging the right technology to free the middle office, allowing them to focus on value-add tasks
  • How can we address the three key challenges of cost management, operational efficiency, and stakeholder service levels?

Panel Members :

  • 5:00 PM- 6:00 PM – 1 Hour Networking Drinks

Attendee Information


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