Siddhesh Joshi

Carl Bacon

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Name  Carl Bacon
Carl Bacon thefreedomindexcomwpcontentuploads201207Car
Books  Practical Portfolio Performance Measurement and Attribution, Practical Risk-Adjusted Performance Measurement

Attribution types in portfolio analytics carl bacon cipm chairman statpro

Carl Bacon (born 1962), is a founding member of GIPS, having forged a successful career in the asset management industry. He was Vice President Head of Performance at JP Morgan Investment Management Inc. (Europe), he worked at F&C Investment Management Ltd. as Director of Risk Control and Performance, and before was Head of Performance for Royal Insurance Asset Management, which following a merger became Royal & SunAlliance.


In addition to GIPS, Bacon was part of the establishment of the Investment Performance Council (IPC) that was set up in 1999 as a think tank for performance measurement. This Council replaced the Global Investment Performance Standards Committee. The IPC recently became the Executive Committee, which continues the IPC's aims to support and encourage the application and expansion of GIPS, which came into effect in January 2000.

Bacon is currently Chairman of the StatPro Group, an executive committee member of and an Associate Tutor for financial services training company 7city Learning (part of the 7city Group) in the Performance Measurement category, running courses such as Advanced Attribution, Advanced Performance, GIPS and An Introduction to Performance Measurement. He also runs his own consultancy business providing advice to asset managers on various risk and performance measurement issues.

In 2012, Carl Bacon founded the Freedom Index, a nonprofit organisation that provides stock market indexes to the asset management community.

Academic writing

  • Carl Bacon "Practical Portfolio Performance Measurement and Attribution", (London, John Wiley & Sons. September 2004) ISBN 978-0-470-85679-6. 2nd Edition May 2008 ISBN 978-0-470-05928-9
  • Carl Bacon "Practical Risk-adjusted Performance Measurement" John Wiley & Sons 2012 ISBN 978-1-118-36974-6
  • Carl Bacon, Andrew Colin, Frederic Bardoux, Didier Cabon & Mathieu Cubilie "Advanced Portfolio Attribution Analysis - New Approaches to Return and Risk"
  • Carl Bacon "How sharp is the Shape-ratio? - Risk-adjusted Performance Measures"
  • Read an Excerpt: from Wiley & Sons Publishers
  • Carl Bacon "Advanced Portfolio Attribution Analysis" Risk Books 2007 ISBN 978-1-904339-93-9
  • Carl Bacon, David Carino & Arin Stancil "Rate of Return Measurement" CFA Institute, 2011
  • Carl Bacon & Marc Wright "Return Attribution" CFA Institute, 2012
  • Major Contributors: Carl Bacon, Dr Andrew Colin, Laurence Wormald "Portfolio Analysis - Advanced topics in performance measurement, risk and attribution" Editor: Timothy P. Ryan. (London, Risk Books. 2006) ISBN 1-904339-82-4.
  • Carl Bacon is a three-time victor of the PMAR Battle Royale.
  • References

    Carl Bacon Wikipedia

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