About this Lecture

This lecture instructs IMAC candidates on the fundamentals of investment portfolio performance measurement and attribution, including:

• calculating investment returns - time-weighted and dollar-weighted returns, and arithmetic and geometric mean;
• risk-adjusted returns and return ratios;
• risk measures including variance and standard deviation, beta and downside deviation;
• peer group comparison;
• benchmark comparisons using performance attribution analysis;
• Portfolio Opportunity Distribution (POD);
• calculating the total risk of a portfolio using Sharpe rat...