Funds absolute and relative performance measures (S-FC0008)

Inter-company training

Who is the training for?

Fund/portfolio managers, risk managers and staff concerned by the calculation and the interpretation of relevant performance measures of risk and return.

Duration

4,00 hours(s)

Language(s) of service

EN

Next session

04.10.2023
See details
Location
Luxembourg

Price

125,00€

Goals

Mastering the various quantitative measures of return and financial risk and their combination into performance ratios, including the way to compute them properly.

Contents

  • Return (NAV) and risk (volatility, MDD) measures and related calculation.
  • The value at risk, and its variants.
  • Absolute performance (return vs risk) ratios: Sharpe, Sortino, Calmar.
  • Relative performance measures: tracking error, information ratio.
  • One step further: more sophisticated risk and performance measures.

Next session

Datum
City
Language and price
04.10.2023
Luxembourg
EN 125,00€
See details

Organization contact details

LLLC

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