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3 Reviews
Develop professional portfolio analysis skills to balance risk and return effectively.
3 Reviews
This training program aims to equip participants with an advanced and structured understanding of investment portfolio analysis in modern capital markets. The program focuses on applying Modern Portfolio Theory principles and analyzing the relationship between risk and return, highlighting the role of diversification in enhancing portfolio performance. It covers key portfolio risk measurement tools, including standard deviation, beta, Value at Risk, and correlation analysis. Participants will develop skills in strategic and tactical asset allocation and in constructing diversified portfolios that include equities, fixed income, and alternative assets. The program also addresses performance attribution analysis to assess the impact of asset allocation and security selection decisions on overall portfolio results. In addition, it explores risk adjusted performance measures such as the Sharpe Ratio, Sortino Ratio, and Information Ratio to evaluate portfolio manager effectiveness. The program concludes with stress testing and scenario analysis to assess portfolio resilience under adverse market conditions. Delivered through lectures and case studies, the program strengthens participants’ analytical capabilities in portfolio management and investment advisory roles.
Capital Market
Portfolio/ Fund
Not Exist
Lecture
Case Studies +3
Lecture
Case Studies
Brainstroming
Dialogue Teams
Exercises and assignments
Pre Exam
Post Exam
Portfolio and Fund Management Staff
This provides you with the opportunity to select the available times that suit you best for participation in our program. These times represent slots during which we are ready to welcome you and provide assistance and guidance.
In Class Training
Introduction to portfolio theory, focusing on risk, return, and diversification
Overview of Modern Portfolio Theory (MPT) and the efficient frontier
Risk vs. return: Understanding the trade-off and how it affects portfolio construction
Diversification: The role of asset allocation in reducing risk and maximising returns
In Class Training
An in-depth look at risk measurement techniques used in portfolio analysis
Standard deviation as a measure of portfolio volatility
Value at Risk (VaR) as a tool for measuring potential losses in a portfolio
Beta and correlation: Understanding how portfolio components interact and influence risk
In Class Training
Examination of strategic vs. tactical asset allocation approaches
Strategic asset allocation for long-term portfolio objectives
Tactical asset allocation to adjust for short-term market movements
How to build a portfolio using a mix of equities, fixed income, and alternative assets
In Class Training
Introduction to performance attribution techniques to analyse portfolio performance
Contribution of asset allocation vs. security selection to overall portfolio performance
Brinson model of performance attribution
Multi-factor models and their role in understanding performance drivers
In Class Training
Deep dive into factor investing strategies and how multi-factor models is used in portfolio analysis
Introduction to key factors: value, growth, momentum, volatility, and quality
How to construct a multi-factor portfolio to capture risk premia
Overview of Fama-French three-factor and five-factor models
In Class Training
Examination of various metrics used to evaluate portfolio performance on a risk-adjusted basis
Sharpe Ratio: Understanding risk-adjusted returns
Sortino Ratio: Adjusting for downside risk
Information Ratio: Evaluating a portfolio manager’s excess returns relative to risk taken
In Class Training
Introduction to stress testing and scenario analysis as tools to evaluate how portfolios perform under adverse conditions
Stress testing portfolios against extreme market scenarios (e.g., financial crises, interest rate shocks)
Scenario analysis to test potential outcomes based on changes in key economic indicators (interest rates, inflation, GDP growth)
Tools and software used to perform stress tests in portfolio analysis
In Class Training
Comprehensive review of methods for evaluating portfolio manager performance
Quantitative vs. qualitative factors in manager evaluation
Benchmark comparison to assess relative performance
Incorporating risk-adjusted performance metrics into manager evaluation
In Class Training
Examination of portfolio rebalancing techniques and their role in maintaining the desired asset allocation
Time-based vs. threshold-based rebalancing
The impact of rebalancing on portfolio performance and transaction costs
Best practices for rebalancing in response to market conditions
Develop a foundational understanding of Modern Portfolio Theory (MPT) and apply it to real-world portfolio construction.
Understand the different types of risks (e.g., market risk, credit risk, and interest rate risk) and their impact on investment portfolios.
Grasp how strategic and tactical asset allocation contribute to portfolio performance.
Construct a diversified portfolio based on asset allocation principles.
Comprehend the basics of factor investing and how different factors (e.g., value, momentum, quality) influence portfolio performance.
Develop a framework for evaluating portfolio managers' performance using quantitative and qualitative metrics.
Recognize the importance of portfolio re-balancing strategies in achieving investment objectives.
