Many funding books embody a chapter or two on funding efficiency measurement or concentrate on a single side, however just one guide addresses the breadth of the sector. Investment Performance Measurement is a complete information that covers the topics of efficiency and danger calculation, attribution, presentation, and interpretation. This information-packed guide covers a variety of associated subjects, together with calculation of the returns earned by portfolios; measurement of the dangers taken to earn these returns; measurement of the chance and return effectivity of the portfolio and different indicators of supervisor talent; and rather more. By reviewing each the ideas of efficiency measurement and examples of how they’re used, readers will acquire the perception mandatory to know and consider the administration of funding funds. Investment Performance Measurement makes intensive use of absolutely labored examples that complement formulation and is an ideal companion to skilled programs and seminars for analysts.
Bruce J. Feibel, CFA, is Product Manager at Eagle Investment Systems, an funding administration software program supplier positioned in Newton, Massachusetts. He is chargeable for overseeing the event of Eagle’s funding efficiency measurement, attribution, and AIMR/GIPS compliance software program. Prior to becoming a member of Eagle, Mr. Feibel was a principal at State Street Global Advisors. He earned his BS in accounting from the University of Florida.