Performance Evaluation: Return Measurement and Data Integrity
Learn techniques to assess investment results, determine sources of returns, and evaluate investment managers.
About This Course
This short course covers the techniques of performance evaluation fund sponsors use to assess investment results relative to investment objectives, to determine the sources of returns, and to evaluate the performance of investment managers. It also covers techniques investment managers use to assess the effectiveness of their research and decision-making processes as well as data integrity, governance, and other related data issues.
What You’ll Learn
- The role of performance evaluation in the overall investment management process
- The major components of investment performance evaluation
- The scope of the performance evaluation process and its major activities
- Rate-of-return measurement as the foundation of performance analysis
- Data integrity, data governance best practices, and common sources of data errors
- Accurately evaluate investment portfolio performance
- Calculate investment returns
- Assess data integrity and governance
- Return Analysis & Performance Measurement
- Financial Reporting & Accounting
Understand the major tools and techniques of return attribution on both equity and fixed income portfolios.
Investment Manager Selection
Learn about the important elements of the manager selection process and a framework that you can use in developing your own approach.
Risk Measurement, Risk Attribution, and Performance Appraisal
Measure and attribute risk and analyze portfolio characteristics to monitor investment mandate implementation as well as various performance appraisal measures.