Attribution and Risk Analysis
This course is calculation oriented and hands‐on with Excel spreadsheets. It delves deep into various methodologies of performance attribution and risk analysis. Students will learn to do traditional Brinson attribution analysis on a single and multi-period basis to understand why a fund performs differently from a benchmark. The course then examines all the various risk measures such as the Sharpe Ratio, Jensen's Alpha, beta and other risk measures that can cause differences in performance. This will lead to the calculation of risk‐adjusted returns and risk‐adjusted attribution analysis.
Arizona Biltmore
2400 East Missouri Avenue
Phoenix, AZ 85016
NCREIF Group Rate: $409
Group Rate Cutoff Date: April 2, 2023
Course fees:
Investor/Academic Members $375
All Other Members $625
Non-Members $750
Yes, please contact the hotel directly to make your hotel reservations.
The dress code for conferences is business casual. Depending on location, there may be social events that are casual so please be sure to review your conference confirmation letter for those details!
NCREIF is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors.
State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.learningmarket.org.