Investment Performance Measurement and Attribution Course

Name: Investment Performance Measurement and Attribution Training Course
Availability: InStock

Calculate portfolio returns, isolate performance drivers, reconcile evidence, and produce governed investment reports.

Investment Performance Measurement and Attribution Course

At a glance

Duration: 1 Week
Format: Classroom
Cities: Manama, Montreux, London, Abu Dhabi, San Diego, Amsterdam and more
Next session: 1 – 5 November 2026, Manama
Average fee: 5,750 €

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Investment Performance Measurement and Attribution Training Course

Overview

Investment Performance Measurement and Attribution Training Course is a one-week course for performance, portfolio, finance, risk, and reporting professionals who leave with an Investment Performance and Attribution Report. Participants calculate portfolio returns, compare time-weighted and money-weighted results, test benchmark fit, evaluate risk-adjusted performance, and explain allocation and selection effects. The course resolves inconsistent calculations and unclear performance narratives through governed methods, reconciled data, and traceable analysis. Agile Leaders Training Center frames investment performance measurement and attribution as an evidence-based reporting discipline.

Who Should Attend

Functions responsible for portfolio return calculation and validation
Teams comparing investment results with benchmarks and objectives
Functions explaining performance contribution and attribution effects
Teams governing performance data, composites, and disclosures
Functions preparing investment reports and client briefings

The course assumes participants already work with portfolio values, cash flows, or investment reports and leaves out introductory investment terminology and security valuation.

Departments and Industries

The course supports departments and industries that calculate, oversee, or communicate investment results.

Investment performance, finance, and portfolio analytics functions
Asset management, wealth management, and pension organizations
Risk, compliance, audit, and governance functions
Insurance, banking, and investment-services organizations
Treasury, endowment, and institutional reporting teams

Learning Objectives

By the end of this course, participants will be able to:

Apply time-weighted and money-weighted return methods
Compare benchmarks and risk-adjusted performance measures
Analyze portfolio contribution and Brinson attribution effects
Evaluate currency and fixed-income attribution results
Diagnose performance-data and reconciliation exceptions
Build governed composite and client performance reports

Course Agenda

Day 1: Performance Return Architecture

Performance Measurement Policy and Scope
Portfolio Valuation and Cash-Flow Timeline
Time-Weighted Return Calculation Method
Money-Weighted Return Calculation Method
Multi-Period Geometric Linking Method

Day 2: Benchmarks and Risk-Adjusted Measures

Benchmark Selection and Fit Test
Active Return and Tracking Error Calculation
Volatility and Downside Risk Measures
Sharpe Ratio and Information Ratio Interpretation
Peer and Objective Comparison Matrix

Day 3: Contribution and Equity Attribution

Holdings-Based Contribution Analysis
Brinson Attribution Model Structure
Allocation Effect Calculation
Selection Effect Calculation
Interaction Effect Reconciliation

Day 4: Advanced Attribution and Reporting

Currency Attribution Decomposition
Fixed-Income Attribution Factor Map
Multi-Level Attribution Roll-Up Method
Attribution Data Reconciliation Checklist
Performance Narrative Evidence Pack

Day 5: Integrated Performance Practice

Exercise: TWRR and MWRR Reconciliation
Exercise: Benchmark and Risk-Adjusted Review
Exercise: Brinson Effect Calculation
Exercise: Attribution Interpretation and Client Briefing
Capstone Exercise: Investment Performance and Attribution Report

Practical Exercises

The course uses suggested activities that connect calculations, attribution evidence, controls, and reporting decisions.

Suggested activity: reconcile time-weighted and money-weighted returns for an institutional portfolio with external cash flows.
Suggested activity: calculate allocation, selection, and interaction effects for an equity mandate.
Suggested activity: investigate valuation, benchmark, and mapping exceptions in a performance data set.
Suggested activity: present a governed performance narrative for an investment committee and client team.

FAQs

Who suits investment performance measurement and attribution training?

Investment performance measurement and attribution training suits professionals who calculate, validate, oversee, or explain portfolio results and already work with portfolio values, cash flows, benchmarks, or investment reports.

How does performance attribution differ from portfolio analysis training?

Performance attribution isolates the decisions and exposures that drove benchmark-relative results, while general portfolio analysis training covers a broader range of valuation, construction, and investment assessment topics.

What is the difference between time-weighted and money-weighted returns?

Time-weighted returns neutralize external cash-flow timing to reflect management performance, while money-weighted returns reflect the amount and timing of investor cash flows.

How does Brinson attribution explain portfolio performance?

Brinson attribution separates benchmark-relative performance into allocation, selection, and interaction effects so participants can trace results to portfolio positioning and security choices.

Why is performance data reconciliation important?

Performance data reconciliation connects valuations, holdings, transactions, cash flows, benchmarks, and classification mappings so calculations and narratives rest on traceable evidence.

Conclusion

The course integrates return calculation, benchmark analysis, risk-adjusted measures, contribution, attribution, reconciliation, composites, governance, and client communication. Participants take back an Investment Performance and Attribution Report containing calculation records, effect analysis, exception logs, and a supported narrative. The report changes how teams validate results, explain drivers, and govern performance communication.

credits: 5 credit per day

Course Mode: full-time

Provider: Agile Leaders Training Center

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Showing 61-75 of 75 events

Location	Dates	Duration	Mode	Price
Prague	Week 34, 2027 23 – 27 August 2027	1 Week	Onsite	€6,000
New York	Week 35, 2027 30 August – 3 September 2027	1 Week	Onsite	€12,000
Chicago	Week 35, 2027 5 – 9 September 2027	1 Week	Onsite	€12,000
Rome	Week 37, 2027 13 – 17 September 2027	1 Week	Onsite	€5,700
Lisbon	Week 37, 2027 13 – 17 September 2027	1 Week	Onsite	€5,700
Barcelona	Week 38, 2027 20 – 24 September 2027	1 Week	Onsite	€5,700
Bali	Week 38, 2027 26 – 30 September 2027	1 Week	Onsite	€5,700
Abu Dhabi	Week 39, 2027 27 September – 1 October 2027	1 Week	Onsite	€4,700
Dubai	Week 40, 2027 4 – 8 October 2027	1 Week	Onsite	€4,500
Vienna	Week 40, 2027 4 – 8 October 2027	1 Week	Onsite	€5,700
Geneva	Week 40, 2027 10 – 14 October 2027	1 Week	Onsite	€6,200
Cairo	Week 42, 2027 18 – 22 October 2027	1 Week	Onsite	€4,100
Madrid	Week 42, 2027 18 – 22 October 2027	1 Week	Onsite	€5,700
Jakarta	Week 43, 2027 25 – 29 October 2027	1 Week	Onsite	€5,700
Tbilisi	Week 44, 2027 1 – 5 November 2027	1 Week	Onsite	€5,000

Frequently asked questions

What does this course cover?

OverviewInvestment Performance Measurement and Attribution Training Course is a one-week course for performance, portfolio, finance, risk, and reporting professionals who leave with an Investment Performance and Attribution Report. Participants calculate portfolio returns, compare time-weighted and money-weighted results, test benchmark fit, evaluate risk…

Are training dates available?

Yes. Available dates and destinations are listed in the course dates section on this page.

How can I register?

Choose an available date on this page and complete the registration form, or send a programme enquiry.

Can I download the course brochure?

Yes. Use the brochure download link provided on this page.

Investment Performance Measurement and Attribution Course