Modified Dietz method

The modified Dietz method is a measure of the ex post (i.e. historical) performance of an investment portfolio in the presence of external flows.

Source: Wikipedia — Modified Dietz method (CC BY-SA 4.0)

Modified Dietz method

The modified Dietz method is a measure of the ex post (i.e. historical) performance of an investment portfolio in the presence of external flows.

Source: Wikipedia "Modified Dietz method" · CC BY-SA 4.0

Share this article: X · Bluesky
Privacy Policy