Modified Dietz method: Difference between revisions

Revision as of 09:31, 2 February 2024

Revision as of 19:39, 14 May 2025

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There are no flows, so the gain or loss is:

:{{nowrap begin}}{{link if exists|end value}} -− {{link if exists|start value}} = 1,125,990 -− 1,128,728 = -2−2,738 {{link if exists| HKD}}{{nowrap end}}

and the average capital equals the start value, so the modified Dietz return is:

:{{nowrap begin}}{{sfrac|{{link if exists|gain or loss}}|{{link if exists|average capital}}}} = {{sfrac|-2−2,738|1,128,728}} = -0−0.24 % 2 d.p.{{nowrap end}}

===Contributions - when not to adjust the holding period===