Format: Live instructor-led online training via Zoom / Microsoft Teams

Portfolio Performance Measurement Training Course

Introduction

The Portfolio Performance Measurement Course is designed to equip finance professionals with advanced skills in evaluating investment performance, risk-adjusted returns, and portfolio efficiency. In today’s dynamic financial markets, investors and institutions must continuously monitor and assess portfolio performance to make informed investment decisions. This course provides a comprehensive understanding of performance measurement techniques, benchmarking, and portfolio analytics used in modern asset and investment management.

With increasing complexity in financial markets and regulatory expectations, organizations must adopt robust performance evaluation frameworks aligned with global best practices such as those promoted by the CFA Institute and standards like the Global Investment Performance Standards. This training covers key areas such as return measurement, risk analysis, portfolio attribution, and benchmarking. Participants will gain insights into evaluating investment strategies and optimizing portfolio outcomes.

The course emphasizes practical learning through real-world case studies, financial modeling, and data analysis exercises. Participants will learn how to calculate returns, analyze risk metrics, compare performance against benchmarks, and interpret portfolio results for decision-making. The training also explores the use of advanced analytics tools and software for portfolio evaluation.

By the end of this training, participants will be able to measure and interpret portfolio performance, enhance investment strategies, and improve financial decision-making. This course empowers professionals to optimize portfolio returns, manage risks effectively, and achieve long-term investment objective

Course Objectives

1. Understand the principles of portfolio performance measurement.
2. Calculate and interpret different return measures.
3. Analyze risk-adjusted performance metrics.
4. Apply benchmarking techniques in portfolio evaluation.
5. Conduct performance attribution analysis.
6. Evaluate portfolio diversification and efficiency.
7. Use financial tools and models for performance analysis.
8. Understand global standards such as GIPS.
9. Interpret portfolio results for strategic decision-making.
10. Apply real-world case studies in portfolio management.

Organization Benefits

1. Improved investment performance evaluation and reporting.
2. Enhanced decision-making in portfolio management.
3. Better risk management and diversification strategies.
4. Increased transparency and accountability in investments.
5. Improved compliance with global performance standards.
6. Enhanced ability to benchmark and compare portfolios.
7. Strengthened investment strategy development.
8. Increased efficiency in portfolio analysis processes.
9. Better communication of investment results to stakeholders.
10. Competitive advantage in asset and investment management.

Target Participants

• Portfolio managers and investment analysts.
• Asset managers and fund managers.
• Financial analysts and consultants.
• Risk managers and compliance officers.
• Pension fund and institutional investors.
• Wealth managers and financial advisors.
• Professionals involved in investment decision-making.

Course Outline

Module 1: Introduction to Portfolio Performance Measurement

1. Overview of portfolio performance concepts.
2. Importance of performance measurement in investments.
3. Types of portfolios and investment strategies.
4. Performance measurement frameworks.
5. Role of benchmarks in portfolio evaluation.
6. Case study: Portfolio performance evaluation in asset management.

Module 2: Return Measurement Techniques

1. Time-weighted rate of return (TWRR).
2. Money-weighted rate of return (MWRR).
3. Holding period returns.
4. Annualized returns and compounding.
5. Comparison of return measurement methods.
6. Case study: Calculating portfolio returns.

Module 3: Risk Measurement and Analysis

1. Types of investment risks.
2. Standard deviation and volatility analysis.
3. Beta and systematic risk.
4. Value at Risk (VaR).
5. Downside risk measures.
6. Case study: Risk analysis of an investment portfolio.

Module 4: Risk-Adjusted Performance Metrics

1. Sharpe ratio and Treynor ratio.
2. Jensen’s alpha and performance evaluation.
3. Information ratio and tracking error.
4. Sortino ratio and downside risk metrics.
5. Comparing portfolio performance using risk-adjusted metrics.
6. Case study: Evaluating risk-adjusted returns.

Module 5: Performance Attribution and Benchmarking

1. Introduction to performance attribution.
2. Asset allocation and selection effects.
3. Benchmark selection and comparison.
4. Active vs passive portfolio performance.
5. Multi-factor attribution models.
6. Case study: Benchmarking portfolio performance.

Module 6: Advanced Portfolio Analysis and Reporting

1. Portfolio optimization techniques.
2. Data analytics in portfolio management.
3. Performance reporting and visualization.
4. Compliance with GIPS standards.
5. Strategic decision-making using performance data.
6. Case study: Integrated portfolio performance analysis.

General Information

1. Customized Training: All our courses can be tailored to meet the specific needs of participants.
2. Language Proficiency: Participants should have a good command of the English language.
3. Comprehensive Learning: Our training includes well-structured presentations, practical exercises, web-based tutorials, and collaborative group work. Our facilitators are seasoned experts with over a decade of experience.
4. Certification: Upon successful completion of training, participants will receive a certificate from Foscore Development Center (FDC-K).
5. Training Locations: Training sessions are conducted at Foscore Development Center (FDC-K) centers. We also offer options for in-house and online training, customized to the client's schedule.
6. Flexible Duration: Course durations are adaptable, and content can be adjusted to fit the required number of days.
7. Onsite Training Inclusions: The course fee for onsite training covers facilitation, training materials, two coffee breaks, a buffet lunch, and a Certificate of Successful Completion. Participants are responsible for their travel expenses, airport transfers, visa applications, dinners, health/accident insurance, and personal expenses.
8. Additional Services: Accommodation, pickup services, freight booking, and visa processing arrangements are available upon request at discounted rates.
9. Equipment: Tablets and laptops can be provided to participants at an additional cost.
10. Post-Training Support: We offer one year of free consultation and coaching after the course.
11. Group Discounts: Register as a group of more than two and enjoy a discount ranging from 10% to 50%.
12. Payment Terms: Payment should be made before the commencement of the training or as mutually agreed upon, to the Foscore Development Center account. This ensures better preparation for your training.
13. Contact Us: For any inquiries, please reach out to us at training@fdc-k.org or call us at +254712260031.
14. Website: Visit our website at www.fdc-k.org for more information.