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Summary Portfolio_Performance_Evaluation
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Portfolio_Performance_Evaluation
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Level III – Trading, Performance Evaluation, and Manager SelectionPortfolio Performance Evaluation
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Graphs, charts, tables, examples, and figures are copyright 2019, CFAA Institute.
Insti ute.
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Reproduced and republished with permission from CFA Institute. All rights rreserved.
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, Contents and Introduction
1. Introduction
2. The Components of Performance Evaluation
3. Performance Attribution
4. Benchmarking Investments and Managers
5. Performance Appraisal
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, 2. The Components of Performance Evaluation
1. Performance measurement provides an overall
indication of the portfolio’s performance.
2. Performance attribution builds on performance
measurement to explain how the performance was
achieved.
3. Performance appraisal leverages both returns and
attribution to infer the quality of the investment
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, Example 1: Performance Evaluation
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