Simple Dietz method: Difference between revisions

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{{notability|date=November 2010}}

The '''simple Dietz method''' is a means of measuring historical investment portfolio performance during a period of external flows into/out of the portfolio.<ref>Dietz, Peter O. ''Pension Funds: Measuring Investment Performance''. Free Press, 1966.</ref>. The formula for the simple Dietz return is as follows:

<math>R=\frac{EMV - BMV - C}{BMV +\frac{C}{2}}</math>

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