Performance Measurement Attribution

The Spaulding Group
Training overview
2 days
Classroom / Public

Course description

Performance Measurement Attribution

Performance Measurement Attribution - 2 day Training Course

This two day course from The Spaulding Group is devoted the the increasingly important topic of performance measurement attribution. Participants will come away from this course with the skills and knowledge that will enable them to calculate performance attribution and then understand the results. 

Course Objectives:

  • Understand the fundamentals concepts of attribution, and how they’re applied to investing. Learn the criteria for attribution systems.
  • Develop an appreciation for the differences between the two “Brinson” models. Understand the various effects and how they’re derived, including interaction.
  • Understand the key differences between naïve currency attribution, and the extensive Karnosky-Singer model.
  • Learn why arithmetic attribution is “linking challenged,” and requires the use of a linking model to extend the results across time.
  • Gain an appreciation for the differences between Arithmetic and Geometric Attribution
  • Learn the key differences between Holdings and Transaction-based Attributiont
  • Understand the fundamental role of attribution, and how its implementation can vary, depending on the type of management (e.g., a long-only vs. hedge fund manager) or perspective (e.g., models for plan sponsors).

Who should attend?

There are no prerequisites for this course (although it is recommended to complete the Fundamentals of Performance Measurement class), and there is no advanced preparation required

Training Content

Course content includes:

Day 1

  • What performance measurement attribution is and how it is used
  • Contribution
  • Equity Attribution
  • Geometric vs Arithmetic
  • Holdings vs Transactions-based
  • Fixed income attribution

Day 2

  • Currency Attribution
  • Other attribution concepts
  • Linking
  • Using the results
  • Other factors to consider
  • Finding a performance measurement attribution system
  • The future of performance measurement attribution

Costs

The cost of this course is $1,795 per participant.

About The Spaulding Group

Since 1990, The Spaulding Group has been one of the most influential performance measurement services firms in the investment industry. Solely focusing on the money management industry, Spaulding is unlike other firms that support a variety of industries.  There is...


Read more and show all training delivered by this supplier

Request info

Fill out your details to find out more about Performance Measurement Attribution.

  Contact the provider

  Get more information

  Register your interest

Contact info

The Spaulding Group


 Show phone number
www.spauldinggrp.com


Request Information

Have a question about this course? Fill out this form and the provider will get in touch with you shortly

 
View again
 
Supplier Directory
Join our Supplier Directory to:
- Gain Traffic
- Get Noticed
- Showcase Your Services
- Free Listing Available