Successful investment managers use different metrics to represent performance under different market scenarios, yet are also aware of the various shortcomings and issues their investment teams face in their usage.
Join our webinar panel discussion on May 11th to hear how successful portfolio managers represent and manage investment strategies in today’s market environment. We will look at the indicators and metrics commonly used in managing fixed income or multi-asset portfolio investments, as well as some of the real issues and shortcomings practitioners face.
Some of the key topics included in this webinar will be:
● Average time to maturity, and the impact on callable securities
● Ratings class considerations and their relevance in the portfolio
● Individual classifications
Watch the webinar to see how two market experts navigate the low interest environment.
CEO and Portfolio Manager at ProfitlichSchmidlin AG
Marc studied Business Law at the EBS Business School in Oestrich Winkel and received his master in management from the University of Mannheim. During his studies, he worked as an analyst for Flossbach von Storch and the Shareholder Value Management AG as well as gathering work experience with other companies. Between February 2009 and December 2013, Marc was CEO and also a member of the investment committee, the Investment Club „Long-Term Investments Profitlich&Schmidlin GbR (Lips)”. The investment strategy of this company shall be continued at the ProfitlichSchmidlin AG. Marc Profitlich is co-author of the book Renditeperlen aus dem Scherbenhaufen: Bankhybridkapital in der Finanzkrise.
CEO and Co-Founder at anevis solutions GmbH
Johannes holds a Master of Science w. hons. from the Elite graduate program “Finance and Information Management” at the Technical University Munich where he specialized in mathematical finance. After his studies, he worked for Goldman Sachs in London. In 2012 he returned to Germany founding anevis solutions GmbH as a provider for complex reporting services for the financial industry. Johannes is co-author of several quantitative finance publications like Estimation of Risk Measures for Large Credit Portfolios (The Journal of Credit Risk) or Forecasting market turbulence using regime-switching models (Financial Markets and Portfolio Management).