Performance Measurement

  • Level: Intermediate
  • Duration: 2 hours  
  • Access: 1 Year
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Apply techniques such as the Sharpe ratio and other well-known approaches to portfolio performance measurement, and use attribution analysis to identify the sources of excess performance.

  • This course is only suitable for desktop use.

Course Outline

Apply techniques such as the Sharpe ratio and other well-known approaches to portfolio performance measurement, and use attribution analysis to identify the sources of excess performance.

What You Will Learn

Topic 1: Portfolio Performance - Measures

  • The Sharpe Ratio
  • The Treynor Ratio
  • Jensen's Alpha
  • Other Performance Measures

Topic 2: Portfolio Performance - Attribution Analysis

  • Performance Attribution Analysis
  • Calculating Total Active Return
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 Test your knowledge throughout each tutorial with
regular review questions. 
  End each tutorial with a short, graded test designed to enhance knowledge retention.
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