Funds absolute and relative performance measures (S-FC0008)

Formation inter-entreprise

À qui s'adresse la formation?

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

Durée

4,00 heure(s)

Langues(s) de prestation

EN

Prochaine session

04.10.2023
Voir détails
Lieu
Luxembourg

Prix

125,00€

Objectifs

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

Contenu

  • 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.

Prochaine session

Date
Ville
Language & prix
04.10.2023
Luxembourg
EN 125,00€
Voir détails

Contact pour cette formation

LLLC

Ces formations pourraient vous intéresser