Conference / Seminar, Performance & Risk Analytics, Virtual Events & Programming

Investment Performance Attribution, Out of the Box

Wednesday, December 1 | 12:00 PM - 1:15 PM

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Cvent Transition Guide

Overview

Standard investment performance attribution calculation methodologies are often not reflective of the investment decision making process, which presents a challenge for investment managers who want to clearly connect past decisions to realized returns. Join investment & technology operations consultant Mark R. David, who manages the Risk & Analytics practice of Meradia, as he addresses this common challenge and presents a range of solutions. This discussion, facilitated by the Performance & Risk Analytics interest group, will explore potential motivations and detailed methods of presenting investment performance attribution analysis in a non-standard manner.

Agenda

12:00 PM | WELCOME REMARKS

John Matsikas, CFA, CIPM, SVP,  Investment Performance, Voya Investment Management, Co-Chair of the Performance & Risk Analytics Group, CFA Society New York


12:05 PM | KEYNOTE PRESENTATION

Mark David, CFA, Director, Meradia


1:00 PM | Q&A


1:15 PM |  CLOSING REMARKS

John Matsikas, CFA, CIPM, SVP,  Investment Performance, Voya Investment Management, Co-Chair of the Performance & Risk Analytics Group, CFA Society New York

Additional Details

Learning Outcomes

  • Discuss techniques that can attribute investment performance results to investment decision making
  • Address common challenges of standard investment performance attribution methodologies