Portfolio Performance Measurement and Attribution Analysis |Smart

Overview

Why Attend

This course offers the Portfolio Performance Measurement & Attribution Analysis Course, designed to provide professionals an overall knowledge of the portfolio performance analysis and techniques to measure and attribute investment returns. The course covers key subjects such as performance measurement, risk-adjusted returns, benchmark-setting, and performance attribution models. Besides this, return decomposition, performance drivers, and economic value added (EVA) will also be discussed, as well as other critical factors that establish the return reality and a secondary view on investment strategies. The course emphasized multifactor models, style analysis, and sector attribution to evaluate and optimize portfolio performance. Graduates will master complex analytical tools and techniques applied in portfolio performance assessment and improvement by the end of the course.

Attribution methodology, time-weighted returns, and money-weighted returns are covered in the course so that attendees will understand performance assessment fully. Attendees would be able to understand performance reports, risk factor interpretation, and its applications to investment decision-making. The course emphasizes practical application of such concepts to real-world investments in its agenda. By the end of this programme, professionals would make data-driven decisions and transform portfolio management strategies using their acquired new skills.

Course Objectives

By the end of the course, participants will be able to:

Objective:

The objective of this course are:

To offer the proper comprehension of techniques and tools used for measuring portfolio performance. To enable attendees to use performance attribution models in evaluating investment strategies effectively. To empower attendees' skills concerning adjusting returns-related risk analysis, benchmarking, and portfolio optimisation activities. To give a common approach to the improvement of decision-making processes while applying advanced techniques of portfolio analysis in real-life situations. Understand how attribution works, what makes it challenging to get it right, and how it should be applied.Understand the differences between the two methods in terms of fixed income attribution and the problems faced with them.Learn about the existing standards and applications of the different international performance measures.Who Should Attend?

This programme is suitable for:

Portfolio managers and investment analysts who are interested in honing their skills in portfolio evaluations.Financial professionals involved in asset management and investment strategy development.Risk managers looking into the integration of performance measurement into risk management practices.Private bankers and wealth managers need to assess and improve their client's investments.Financial sector professionals wishing to understand more about sophisticated performance measurement and attribution analysis.How will attendees benefit?

After completing this course attendees have following benefit:

Better Analytical Skills: This will help the attendees learn advanced techniques of portfolio performance measurements to evaluate investment strategies with greater accuracy.Improved Decision Making: With knowledge about performance attribution models, risk-adjusted returns and their application, delegates are often likely to end up making better informed decisions on the actual changes expected on the portfolio.Practical Tools and Techniques: It offers attendees to actually use the skills of effective benchmarking, style analysis and sector attribution in reality as they analyse and report portfolio performance in a more effective manner.Enhanced competency in portfolio management: These professionals will acquire skills which will enable them to measure their portfolios' economic value added (EVA) through advanced techniques such as multifactor models-their great advantage in the game of optimising performance.Career Advancement: Through understanding performance measurement and attribution analysis much better, attendees will be able to demonstrate more value to their employers and clients, thereby creating career paths for advancement within portfolio management and investment analysis.Practical Application: Leaving the course, attendees will be hands-on in learning through case studies and practical exercises to apply evidence of such mastery to change existing work processes and outcomes.

Course Outline

Introduction to Portfolio Performance Measurement

Overview of portfolio management
Key performance metrics: total return, risk-adjusted return, and alpha

Risk-Adjusted Return

Understanding Sharpe Ratio, Treynor Ratio, and Information Ratio
The role of volatility and risk management in portfolio analysis

Benchmarking and Comparison

Selecting appropriate benchmarks for performance evaluation
Comparing portfolio returns with market indices

Performance Attribution Models

Brinson-Fachler Model and Brinson-Hood-Beebower Model
Attribution of returns to asset allocation and stock selection

Return Decomposition

Understanding the components of portfolio returns
The role of economic value added (EVA) in performance measurement

Advanced Performance Attribution Techniques

Style analysis and sector attribution
Multifactor models for deeper performance insights

Performance Reporting

Creating effective performance reports for investors and stakeholders
Interpreting and communicating key performance metrics

Case Studies and Practical Applications

Real-world examples and applications of performance measurement and attribution
Hands-on exercises to reinforce learning

Schedule & Fees

2026 Schedule & Fees

15 - 19 Nov, 2026

English

Per participant USD 2,900

15 - 19 Nov, 2026

Arabic

Per participant USD 2,900

13 - 17 Dec, 2026

English

Per participant USD 2,900

13 - 17 Dec, 2026

Arabic

Per participant USD 2,900

2027 Schedule & Fees

14 - 18 Feb, 2027

English

Per participant USD 2,900

14 - 18 Feb, 2027

Arabic

Per participant USD 2,900

14 - 18 Mar, 2027

English

Per participant USD 2,900

14 - 18 Mar, 2027

Arabic

Per participant USD 2,900

16 - 20 May, 2027

English

Per participant USD 2,900

16 - 20 May, 2027

Arabic

Per participant USD 2,900

13 - 17 Jun, 2027

English

Per participant USD 2,900

13 - 17 Jun, 2027

Arabic

Per participant USD 2,900

15 - 19 Aug, 2027

English

Per participant USD 2,900

15 - 19 Aug, 2027

Arabic

Per participant USD 2,900

12 - 16 Sep, 2027

English

Per participant USD 2,900

12 - 16 Sep, 2027

Arabic

Per participant USD 2,900

14 - 18 Nov, 2027

English

Per participant USD 2,900

14 - 18 Nov, 2027

Arabic

Per participant USD 2,900

12 - 16 Dec, 2027

English

Per participant USD 2,900

12 - 16 Dec, 2027

Arabic

Per participant USD 2,900

Portfolio Performance Measurement and Attribution Analysis Course

Overview

Why Attend

Course Objectives

Course Outline

Schedule & Fees

2026 Schedule & Fees

2027 Schedule & Fees