Overview
Our free CFA Level III Performance Evaluation and Attribution notes cover everything you need to know for this module. From performance measurement, attribution methods, to manager selection and monitoring, we've got you covered. Whether you're intensively reviewing or looking to solidify specific concepts, these notes provide added peace of mind, knowing that you have a comprehensive resource to help consolidate and revise effectively for CFA Level III. Think something could be better? Give us a shout on our contact page, and we'll take a look.
We've created detailed study guides for all CFA Level III topics. Check out our other free notes below:
- Ethical and Professional Standards
- Behavioral Finance
- Private Wealth Management
- Institutional Investors
- Capital Market Expectations
- Asset Allocation and Portfolio Construction
- Fixed-Income Portfolio Management
- Equity Portfolio Management
- Derivatives and Currency Management
- Alternative Investments and Private Markets
- Risk Management
- Trading Execution and Rebalancing
- Performance Evaluation and Attribution
1. Performance measurement
- Money- and time-weighted returns
- Risk-adjusted measures sharpe treynor and information ratio
- Value added alpha and active return decomposition
2. Attribution methods
- Brinson-fachler allocation selection and interaction
- Fixed-income attribution yield curve credit and selection
- Multi-factor and macro vs micro attribution