A method of calculating a portfolio's performance by taking into consideration the amount of time the cash flows are held in the portfolio. This method corrects the deficiency of the Simple Dietz Method by accounting for random cash flows rather than assuming that cash flows are made at the middle of the evaluation. Also called Dietz method.
Related information about Modified Dietz Method:
- Modified Dietz method - Wikipedia, the free encyclopedia
The modified Dietz method[1] is a measure of the historical performance of an investment portfolio in the presence of external flows. (External flows are ...
- 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 ...
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Dec 9, 2009 ... What is the Modified Dietz Method of calculating investment returns and is it accepted practice?
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Jan 1, 2011 ... In addition, an approximation of the money-weighted method, known as the “ Modified-Dietz” method, is also commonly used. These three ...
- Modified Dietz Method - StatPro.com
Modified Dietz Method. The modified Dietz method is a calculation used to determine an approximation of the performance of an investment portfolio based on ...
- What is Modified Dietz Method? definition and meaning
Definition of Modified Dietz Method: A method of calculating a portfolio's performance by taking into consideration the amount of time the cash flows are held in ...
- How is personal rate of return calculated? - American Funds
American Funds uses the Modified Dietz method — an industry-accepted approach — to calculate your personal rate of return. We use Modified Dietz over other ...
- Time-Weighted Returns - andreassteiner.net
Modified-Dietz Method. This content is part of our seminar Performance Measurement. Information about our seminars is available on ...