Mastering Portfolio Risk Metrics: From Drawdowns to Downside Capture

  • Author:
    Geoff Robinson
  • Level: 
    Intermediate to advanced
  • Study time:
    1-2 hours
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Course overview
This playlist explores the analytical metrics that reveal genuine investment skill. From maximum drawdown and recovery ratios that test resilience under stress, to rolling alpha persistence showing repeatable outperformance, each video demystifies a key performance concept. Viewers also learn how downside capture ratios separate luck from discipline in bear markets, and how the information ratio refines active management assessment.

Ideal for analysts, fund managers, and students of finance, these videos transform complex performance measures into intuitive, actionable insight for portfolio evaluation.

What's included?

  • 4 videos
  • Measure what matters — uncover the real signals of investment skill.
  • Insights from a #1 ranked data-driven analyst

Who should watch this playlist? 

Perfect for investment analysts, fund managers, and finance students seeking to deepen their understanding of performance metrics. Learn how to evaluate active management skill, resilience, and risk-adjusted returns using the industry’s most revealing analytical ratios.

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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