Performance Measurement


This comprehensive course will take you through all the major aspects of Performance Measurement. We will go through the pitfalls of calculating return and constructing a benchmark. Risk adjusted performance measures such as Sharpe, Jensen and Treynor will be defined, and pros and cons will be looked closer at through a workshop. Relative performance measures will be analysed and you will learn the methodology behind breaking down portfolio return and how derivatives influence performance measurement. Finally, we will present in detail the road for an organisation to be GIPS compliant.


– Problems with Performance Measurement
– Return Calculation in Practice
– Implementing Risk Adjusted Measures
– Sharpe, Jensen and Treynor
– Attribution Analysis
– Derivatives and Return Measurement
– Implementing GIPS

Hvem henvender kurset sig til?

– Portfolio Managers
– Account Managers
– Risk Managers
– Financial Consultants
– IT-developers
– People involved in the GIPS compliance process
– Middle Office Employees


A general knowledge of portfolio management will be beneficial.

Anmeldelser af dette kursus


18 nov 2024 - 19 nov 2024

Vi planlægger løbende nye datoer.

Kontakt os for mere information.

Instruktør på dette kursus

Jørgen Just Andresen

Jørgen Just Andresen

Jørgen Just Andresen is Managing Director of Financial Training Partner A/S, which he co-founded in 2002.

He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.

Jørgen has worked for a number of years as external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planning).

He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater (Financial Derivatives) published by Djøf Publishing.

He holds an M.Sc. (international finance) and an HD (accounting).

Jørgen teaches Derivatives, Risk Management, Portfolio Management and Fixed Income

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