Skip to content

Modified Dietz formula with Cash Flow Weighting Factors

April 2, 2018

rcomp = Ending Portfolio Value – Beginning Portfolio Value – Net Cash Flow / Beginning Portfolio Value + Sum of Net Cash Flows Multiplied by Cash Flow Weighting Factors

Advertisements
Leave a Comment

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

w

Connecting to %s

%d bloggers like this: