Active Management Metrics: The Complete Guide to Portfolio Analytics

  • Author:
    Geoff Robinson
  • Level: 
    Intermediate to advanced
  • Study time:
    1-2 hours
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Course overview
This playlist explores the analytical core of professional investing: portfolio performance measurement. It breaks down key metrics such as Sharpe, Sortino, Treynor, and Jensen’s Alpha, revealing how each captures different aspects of risk-adjusted return. Viewers learn how to assess resilience through drawdown and recovery ratios, evaluate rolling alpha persistence, and understand the true meaning of downside capture.

Together, these videos build a complete framework for identifying consistent portfolio skill, distinguishing luck from repeatable strategy, and applying quantitative discipline to active management evaluation.

What's included?

  • 9 videos
  • Beyond performance — learn to measure what truly defines portfolio skill.
  • Insights from a #1 ranked data-driven analyst

Who should watch this playlist? 

Designed for investment analysts, portfolio managers, and finance students, this playlist teaches how to quantify performance beyond simple returns. It’s ideal for anyone seeking to master portfolio analytics, evaluate active management skill, and integrate advanced risk-adjusted metrics into their investment process.

Why TheInvestmentAnalyst.com?

We are the only training house that is able to bring top-ranked analyst experience into your classroom. We buck the trend. Most training businesses recruit junior ex-bankers to become their trainer. Our instructors cut their teeth teaching and then gain senior experience with investment banks.

We believe, you could not be in better hands.

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Geoff Robinson
FCA FMVA MFM

Thought leader, instructor, writer, financial influencer, Former UBS Managing Director and 8x #1 ranked analysts EMEA Institutional Investor Survey
ABOUT Geoff
Geoff has had a varied career. He was a Managing Director within UBS Equity Research, leading their Global Fundamental Analytics franchise. During this time, he was #1, ranked 10x in the EMEA Institutional Investor Survey. Before UBS, he was a material equity investor and LBO co-investor in two market exited training consultancies. Geoff has a passion for learning and is well-known for his ability to break down complex subject matter and distil it to an audience in a digestible and engaging manner. He brings this passion to TheInvestmentAnalyst.com. 
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