Training - Master the use of ratios to interpret performance and assess risk

Specialized training in asset management

Objective of the training

This one-day course aim to deepen participants' understanding of risk-adjusted financial performance measures. The course will focus on the three main categories of risk: total, systemic, and specific. By emphasizing ratio utilization and interpretation, the course presents a unique opportunity to master core principals and significant indicators. 

Topics covered during training

 

Risks (ex-post)

  • Identification and measurement of different sources of risk
  • Standard deviation (volatility)
  • Specific and systematic risk
  • Downside risk
  • Maximum Drawdown and recovery period
  • Value at Risk (VaR)
  • Conditional value at risk (CvaR) or expected loss
  • Tracking error

Ratios

  • Comparison with a universe
  • Total risk:
    • Sharpe ratio
    • Sortino ratio
  • Specific risk
    • Appraisal ratio
    • Information ratio
  • Systematic risks:
    • Jensen's Alpha
    • Treynor's ratio
    • Modigliani M²
  • Summary and interpretation

Who should attend?

  • Performance analysts
  • Reporting managers
  • Risk managers
  • Request For Proposal managers (RFP) 
  • Request For Information managers (RFI) 
  • Customer relationship managers 
  • Control and compliance officers 
  • Middle office
  • Anyone interested in the impact of ratios on performance analysis. 

Practical details 

Format: inter-company, face to face

Language: English or French

Fee: the cost of this course is €950 Excl VAT. Training materials, lunch and drinks are included in the price. 

Contact support team: Sophie Tahir, Marketing Manager | +32 (0) 497/50.11.92

Prerequisites

No need to bring your computer. To take full advantages of this training include: 

  • Basic understanding of financial concepts 
  • Familiarity with investment management 
  • Professional experience in finance-related fields 

While not strictly required, these prerequisites enhance participants' understanding and maximize training benefits. Participants with limited experience in the financial field could also benefit from the training, although they may require more time to grasp fundamental concepts. 

Upcoming sessions

Master the use of ratios to intepret performance and assess risk

 

There are currently no sessions scheduled for this course. Come back soon or contact us to find out more: academy@amindis.com

Please note that

  • Your registration will be complete as soon as payment is received. As places are limited, payment must be done later than 15 days before the start date of the course for which you are registered. 
  • Cancellation with a full refund can be made up to one week before the start of the course. Cancellation received after this period of time will be charged €250 Excl VAT.