Registration for this event has closed. Please reach out to info@confluence.com if you have any questions or comments about the event.
Date: 14-16 November
Time: 09:00 - 17:00
Venue: The Alphen Boutique Hotel, Cape Town, South Africa
Join Confluence and Carl Bacon, CIPM, renowned performance measurement specialist and one of the GIPS® founding members, for an interactive course to improve the way you work and enhance your performance.
This 2.5 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.
| DATE | TIME* | SESSION TITLE | COST (PP) |
| 14th November | 09:00 - 17:00 | Introduction to Performance Measurement and Attribution | R 12,000.00 |
| 15 - 16th November |
15th Nov: 09:00 - 17:00 16th Nov: 09:00 - 14:00 |
Advanced Attribution and Risk-adjusted Performance Measurement | R 20,000.00 |
| 14th - 16th November |
14th Nov: 09:00 - 17:00 15th Nov: 09:00 - 17:00 16th Nov: 09:00 - 14:00 |
All sessions | R 25,000.00 |
*Breakfast and lunch will be provided.
MORE ABOUT YOUR COURSE LEADER
Carl BaconCarl 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 JP 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 chair of the GIS Committee and ex-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”.