Revision as of 15:29, 14 November 2010 edit Altruistguy (talk \| contribs) 114 edits Add the fact that this is an approximation and comment that the precise value can be calculated using True Time-Weighted Rate of Return ← Previous edit		Revision as of 18:55, 14 November 2010 edit undo Edward321 (talk \| contribs) Extended confirmed users 37,184 edits added tags Next edit →
Line 1: {{sources}} ~~{{New unreviewed article\|source=ArticleWizard\|date=November 2010}}~~ {{notability}} '''Simple Dietz Method''' is a means of calculating an approximation of investment portfolio performance during a period of external cash flows into/out of the portfolio.<ref>Dietz, Peter O. ''Pension Funds: Measuring Investment Performance''. Free Press, 1966.</ref> It addresses some of the weakness of the [[Internal Rate of Return]] (IRR) calculation.

Simple Dietz method: Difference between revisions