| Date |
: |
|
| Time |
: |
|
| Venue |
: |
| HKSFA Office, Room 1802, 18/F, 1 Duddell Street, Central, Hong Kong. |
|
| Speaker(s) |
: |
Mr. Carl Bacon, CIPM,
Chairman,
StatPro Group plc
|
| Fee |
: |
HKSFA Member(s) at HK$2,200/person
CFA Candidate(s) at HK$3,500/person
Guest(s) and non-Member(s) at HK$3,500/person
|
|
This event is qualified for : |
6.0 CPT hour(s) , 6.0 CE hour(s) , 6.0 RBV CPD hour(s)
|
| Remarks : |
- Classrooms are not equipped with computers, participants please bring a laptop with "Excel" application for the practical exercises session
- Special Discount: 10% off for those who register for two (or more) workshops.
- Only Visa and Master Card are accepted for online payment.
|
| Event Details: |
Course Objective
This course is designed as an introduction to new performance analysts and for those requiring a refresher of the basic principles.
Pre-requisites
Participants will be required to have a basic knowledge of how to use Excel spreadsheets.
If possible, participants should bring their own laptop with Excel loaded. Attendees will be asked to work in teams of two or three on Excel based practical exercises.
Course Agenda
Introduction
- What is performance measurement?
- Basic calculations
- Currency effect
- Time weighted or money weighted?
- The evolution of return methodologies
- Practical exercise (Return calculations for an Emerging Markets portfolio)
Benchmarks
- Attributes of good benchmarks
- Peer groups or indexes
- Index calculations
- Practical exercise (Customised benchmark calculations)
- Excess returns
- Geometric or arithmetic
- Performance Fees
Basic Attribution
- Attribution as a management tool
- The Brinson Models
- Geometric Attribution
- Practical exercise (Be a portfolio manager for a year attribution exercise)
|
Click here to enrol and download the event flyer for further details. |
