Performance Measurement and Attribution

This comprehensive course provides detailed coverage of investment performance measurement and attribution techniques, focusing on the methodologies used to evaluate portfolio returns and identify the sources of performance. Participants will learn to calculate and interpret performance metrics, conduct attribution analysis, and implement Global Investment Performance Standards (GIPS). The curriculum covers time-weighted and money-weighted returns, risk-adjusted performance measures, and multi-level attribution frameworks across various asset classes. Through practical exercises and case studies, learners will develop the skills to provide accurate performance reporting and meaningful insights to investment stakeholders.