NCREIF Academy Course: Attribution and Risk Analysis

In Conjunction with the NCREIF Fall Conference, Miami Beach, FL

November 12, 2021

Attribution and Risk Analysis

This course is calculation oriented and hands‐on with Excel spreadsheets. It delves deep into various methodologies of performance attribution and risk analysis. Students will learn to do traditional Brinson attribution analysis on a single and multi-period basis to understand why a fund performs differently from a benchmark. The course then examines all the various risk measures such as the Sharpe Ratio, Jensen's Alpha, beta and other risk measures that can cause differences in performance. This will lead to the calculation of risk‐adjusted returns and risk‐adjusted attribution analysis.

Fontainebleau Miami Beach
4441 Collins Avenue
Miami Beach, FL 33140
(305) 538‐2000

NCREIF Guest Room Rate: $279

Group Rate Cutoff Date: Monday, October 14. Please note! Once the room block is full, whether it is prior to October 14 or not, rooms are booked on a space/rate available basis only.

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