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Enhance your ability to measure and analyze investment performance for better decisions.
This training program aims to equip participants with a structured and in depth understanding of investment performance measurement across different asset classes. The program focuses on the fundamental concepts of performance measurement and highlights its importance in supporting informed investment decisions, transparency, and accountability. It covers key performance metrics, including total return, time weighted return, and money weighted return, as well as risk adjusted measures such as alpha, beta, and the Sharpe ratio. Strong emphasis is placed on benchmarking techniques and evaluating portfolio and fund performance against market indices and peer groups. The program addresses performance measurement for listed investments, including mutual funds and exchange traded funds, as well as private equity and other illiquid investments. It also examines the challenges associated with measuring the performance of illiquid assets and interpreting performance data under limited liquidity conditions. Participants will develop the ability to assess portfolio and fund manager performance using professional analytical tools. Delivered through exercises, discussions, and applied examples, the program supports effective application of performance measurement techniques in real world investment environments.
Capital Market
Portfolio/ Fund
Not Exist
Lecture
Brainstroming +2
Lecture
Brainstroming
Dialogue Teams
Exercises and assignments
Other
Financial Analysts
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
Overview of investment performance measurement and its importance
Global Investment Performance Standards (GIPS) and their role
Different types of investment funds
Key performance metrics: absolute vs. relative returns
In Class Training
Overview of performance measurement methods
Importance of benchmarking and its role in performance evaluation
Different approaches to measuring risk-adjusted performance
In Class Training
The challenges of measuring performance for listed equity funds
Understanding total return, dividend reinvestment, and other relevant metrics
Selecting appropriate benchmarks for equity funds
In Class Training
Overview of unique characteristics of private equity investments
Challenges in valuing and measuring the performance of illiquid assets
Evaluating performance metrics specific to private equity funds
In Class Training
Performance attribution: Identifying sources of portfolio returns
Peer comparison: Benchmarking against similar funds or investment strategies
Risk-adjusted performance: Understanding and calculating risk-adjusted returns
In Class Training
Calculation and interpretation of total return
Differences between time-weighted return and money-weighted return
Evaluating when to use each method for accurate performance measurement
Understand the fundamental principles and techniques used to measure the performance of listed and private investments.
Apply various performance metrics, such as total return, alpha, beta, Sharpe ratio, and internal rate of return (IRR).
Benchmark investment performance accurately and effectively against market indices and peer groups.
Calculate and interpret the performance of different investment tools, including mutual funds, exchange-traded funds (ETFs), and private equity investments.
Identify key challenges and considerations related to measuring the performance of illiquid investments and develop innovative solutions to address them.
