Title

Training - Mastering Performance and risk measurement

Subtitle

Specialized training in asset management

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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 trainingReturns

 

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

 

 

Risks

  • 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
Title

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: the cost of this course is €1800 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. 

Title

Upcoming sessions

Subtitle

Mastering performance and risk measurement

 

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 €500 Excl VAT.