Training - Mastering Performance and risk measurement
Specialized training in asset management
Objective of the training
In this intensive three-day training course, you will acquire solid expertise in performance calculations and risk measurement. You will study robust and rigorous methodologies, combining theory and practice through concrete Excel exercises. An in-depth analysis of results will be carried out by exploring case studies.
This course is specifically designed for people who analyze real investment portfolios, offering them concrete solutions to the challenges they face in measuring performance and risk.
A masterclass led by a master of finance?
Discover through this interview, our trainer Philippe Grégoire explains the benefits awaiting participants in this training course.
Topics covered during training
Performance
- Arithmetic, geometric and logarithmic returns
- Return in local currency, reporting and hedged return
- Money Weighted Returns, Time Weighted Returns and Internal Rate of Return
- Contribution/withdrawal processing, Begin of Day, End of Day, Dietz and Modified Dietz
- Transaction processing
- Contribution to return and chaining of contributions
- Returns from derivatives and sub-portfolios using derivatives
- Benchmark returns, rebalancing and hedging
- Fund returns, net NAV, gross NAV and TER
Risk
- Identification and measurement of different sources of risk
- Normal distribution and standard deviation (volatility)
- Specific and systematic risk
- Downside risk
- Maximum Drawdown and Time under water
- Value at Risk
- Expected Shortfall
- Tracking error
Ratios
- Comparison with a universe
- Total risk: Sharpe and Sortino ratios
- Specific risks: Appraisal and Information ratios
- Systematic risks: Jensen's Alpha, Treynor's ratio and Modigliani M²
- Summary and interpretation
Who should attend?
- Performance analysts
- Reporting managers
- Performance managers
- Finance managers
- Financial and management executives
- Financial investment advisors
- Control and compliance officers
- Middle office
- Anyone interested in mastering or better understanding performance and risk measurement.
Practical details
Format: inter-company, face to face
Language: English or French
Fee: 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 advantage 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.
Choose your training schedule
We offer 3 flexible options to suit your needs:
To customized your training, please email us at academy@amindis.com
To attend the complete training, register using the form here under.
Upcoming sessions
Mastering performance and risk measurement
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 €500 Excl VAT.