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The modified Dietz method[1] is a measure of the historical performance of an . The average capital weights individual cash flows by the amount of time from .
http://en.wikipedia.org/wiki/Modified_Dietz_method
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Modified Dietz Method Definition | Investopedia
A method of evaluating a portfolio's return based on a weighted calculation of its cash flow. The Modified Dietz Method takes into account the timing of cash flows .
http://www.investopedia.com/terms/m/modifieddietzmethod.asp
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Modified Dietz calculation for portfolio performance ...
Dec 9, 2009 . What is the Modified Dietz Method of calculating investment returns and is it . aren't as precise when you have large cash flows in a portfolio.
http://wheredoesallmymoneygo.com/modified-dietz-return-calculations/
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Investment Performance Analysis & Risk Management - Time ...
The modified Dietz method overcomes the need to know the valuation of the portfolio on the date of each cash flow by assuming a constant rate of return during .
http://www.andreassteiner.net/performanceanalysis/?Return_Calculation:Returns_with_Contributions:Time-Weighted_Returns
Modified Dietz Method - eNotes.com Reference
In the absence of daily portfolio valuations, the modified Dietz method weights individual cash flows by the amount of time that those cash flows are held (or .
http://www.enotes.com/topic/Modified_Dietz_Method
CIPM Exam Tips & Tricks: Expert Level Item Set #15 - Modified Dietz ...
Oct 7, 2011 . White Oaks uses the modified Dietz methodology to calculate monthly returns. The firm revalues portfolios when large external cash flows occur .
http://cipmexamtipsandtricks.blogspot.com/2011/10/expert-level-item-set-15-modified-dietz.html
1 INVESTMENT PERFORMANCE COUNCIL (IPC) INVITATION TO ...
assumes that all cash flows occur during the midpoint of the period. In an attempt to determine a more accurate return, the Modified Dietz Method weights each .
http://www.gipsstandards.org/standards/guidance/develop/pdf/calcmethod.pdf
dailyVest > Products > Personal Rate of Return Calculation Methods
When cash flows are present, dailyVest uses the Modified Dietz approximation method. (The TWRR - Modified Dietz method provides an approximate .
http://www.dailyvest.com/prr/prr_calcmethods.aspx
Untitled - CFA Institute
the cash flows, we approximate a true MWRR (or IRR). How good an approximation is the Modified Dietz return for the IRR? I'd say that in many cases it's quite .
http://www.cfainstitute.org/learning/products/publications/contributed/performance/Documents/spaulding_ch6_sample.pdf
Investment Performance Measurement
Large flows deal with the problem that formulas that day-weight cash flows (such as modified Dietz and modified BAI) are approximations to the true, exact .
http://www.cfainstitute.org/newsletter/ipm/2010/june/article_4.html
Portfolio Management
Modified Dietz Calculation. The modified Dietz Calculation is used when there are cash flows during the month or during the period. A time-weighted rate of .
http://www.japainternational.com/Performance%20Measurement.htm
