Performance measurement for investment managers
Price: £30 + VAT
This module examines the methods used to evaluate investment managers' performance including the calculation of portfolio returns, risks and risk-adjusted return measures. It looks at sample fund reports and interprets the performance statistics in order to evaluate fund managers' past performance. The aim is to ensure fund investors and advisers can apply the techniques covered in this module when reading fund reports to better understand and interpret the past performance achieved by the fund manager.
What you will learn
- Measuring return for absolute and relative return funds
- The key risk measures including standard deviation of returns, tracking error, beta and duration
- The risk-adjusted returns including Sharpe ratios, information ratios and alphas
- The application of techniques when interpreting fund reports
- Issues involved in differentiating between skill and luck
Who should attend
This course will be of benefit to those working in an investment management company or in a related industry.
The attendee list for this event is exclusively available to CAs.
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View full event details
- Measuring return
- Measuring risk
- Risk-adjusted returns
- Evaluating performance
Tel: 0330 060 3303