Portfolio Performance Measurement & Attribution Analysis

The DIXONTECH Portfolio Performance Measurement & Attribution Analysis programme provides participants with advanced knowledge and analytical tools for evaluating portfolio performance and determining sources of returns. The course integrates PMI® and CFA®-aligned methodologies to strengthen decision-making in asset management, investment strategy, and performance evaluation. Participants will master attribution techniques, benchmarking, and reporting practices essential for professional portfolio managers and analysts.

TRAINING TOPICS

• Fundamentals of Portfolio Performance Measurement
• Return and Risk Attribution Methodologies
• Benchmarking and Comparative Analysis
• Performance Reporting and Interpretation
• Integration of Attribution into Investment Decisions

BY THE END OF THIS TRAINING COURSE, DELEGATES WILL BE ABLE TO:

Enhance their ability to measure and interpret investment performance accurately and strategically.

• Apply global standards in performance measurement
• Calculate portfolio and benchmark returns effectively
• Identify key sources of portfolio risk and return
• Use attribution models for decision-making
• Design performance reports with analytical insights
• Communicate investment performance professionally
• Integrate attribution results into portfolio strategy

TRAINING IS TAILORED TO

Professionals working in portfolio analysis, investment management, and financial performance reporting.

• Portfolio Managers and Analysts
• Investment Strategists and Advisors
• Financial Risk Analysts
• Asset Management Professionals
• Treasury and Fund Managers
• Finance and Banking Professionals
• Quantitative and Research Analysts

TRAINING METHODOLOGY

This DIXONTECH course applies a data-driven and hands-on approach using Excel-based and software-supported financial models. Participants will work on real-world case studies, portfolio datasets, and simulations to apply performance and attribution frameworks in practical investment contexts.

DAY 1

INTRODUCTION TO PERFORMANCE MEASUREMENT CONCEPTS

• Understanding objectives of performance measurement
• Linking portfolio performance to investment strategy
• Components of portfolio return and evaluation metrics
• Overview of benchmarks and performance indices
• Role of time-weighted and money-weighted returns
• Global Investment Performance Standards (GIPS) overview

DAY 2

RETURN CALCULATION AND RISK MEASUREMENT

• Calculating portfolio and benchmark returns
• Arithmetic vs. geometric return measurement
• Measuring volatility, Sharpe ratio, and information ratio
• Identifying systematic vs. unsystematic risk
• Correlation and beta in portfolio evaluation
• Evaluating performance consistency and dispersion

DAY 3

ATTRIBUTION ANALYSIS AND MODEL APPLICATIONS

• Overview of return attribution principles
• Brinson and Brinson-Fachler attribution models
• Multi-currency and fixed-income attribution methods
• Attribution by asset class, sector, and region
• Linking risk attribution with performance metrics
• Evaluating manager skill and allocation efficiency

DAY 4

BENCHMARKING AND PERFORMANCE INTERPRETATION

• Building effective benchmarks for portfolios
• Comparing active vs. passive performance drivers
• Interpreting attribution outcomes for strategy refinement
• Portfolio performance reporting best practices
• Identifying errors and data quality issues
• Aligning attribution insights with client expectations
• Integrating attribution with governance and risk reports

DAY 5

PRACTICAL APPLICATIONS AND CASE SIMULATIONS

• Real-world attribution and performance case studies
• Portfolio rebalancing and performance optimization
• Using Excel and BI tools for attribution analysis
• Generating automated performance reports
• Mock simulation: evaluate a sample fund portfolio
• Preparing a professional attribution report
• Lessons learned and next steps for advanced certification