Date: 11th - 13th November
Time:  09:00 AM - 17:00 PM
Venue: The Cellars-Hohenort Hotel, 93 Brommersvlei Rd, Constantia Heights, Cape Town, 7806, South Africa

Join StatPro and Carl Bacon, CIPM, renowned performance measurement specialist and one of the GIPS® founding members, for an interactive three-day course to improve the way you work and enhance your performance.

Carl has recently been awarded the Leadership in Professional Ethics and Standards of Investments Award at the 23rd Annual GIPS Standards Conference hosted by the CFA in the United States, so you will have the opportunity to learn from a well-respected industry expert. 

This three-day interactive workshop is an intensive masterclass where you will have the opportunity to:

  • Understand the difference between money-weighted and time-weighted returns; and which to use
  • Analyze the principles of benchmarking and what constitutes a good benchmark 
  • Learn more about attribution analysis including fixed income, multi-currency and derivative instruments
  • Discern the role of the full range of risk-adjusted performance measures
  • Gain a holistic understanding of the latest developments in GIPS® 2020 standards
Date Time Session Title Cost (pp)
11th November

09:00 - 17:00

Introduction to Performance Measurement and Attribution R 10,000.00
12 - 13th November 09:00 - 17:00 Advanced Attribution and Risk-adjusted Performance Measurement R 17,000.00
11th - 13th November 09:00 - 15:00 All sessions R 23,000.00

 

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MORE ABOUT YOUR COURSE LEADER

CarlBacon052Carl Bacon

Carl Bacon CIPM, founded Otos Ltd in April 2000. Otos Ltd provides advice to asset managers on various risk and performance measurement issues.

Carl was Chairman of StatPro Plc from 2000 to 2017 and prior to that Director of Risk Control and Performance at Foreign & Colonial Management Ltd, Vice President Head of Performance (Europe) for J P Morgan Investment Management Inc., and Head of Performance for Royal Insurance Asset Management.

Carl holds a B.Sc. Hons. in Mathematics from Manchester University and is a member of the Advisory Board of the Journal of Performance Measurement. A founder member of both the Investment Performance Council and GIPS®, Carl is a chair of the GIPS Executive Committee, and ex-chair of both the Verification and Interpretation Sub-Committees, and founder of "The Freedom Index Company".

Carl is also the author of “Practical Portfolio Performance Measurement & Attribution” part of the Wiley Finance Series, "Practical Risk-adjusted Performance Measurement", numerous articles and papers and editor of “Advanced Portfolio Attribution Analysis”