by admin | Oct 3, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, CIPM Principles, estimated time-weighted return, internal rate of return, IRR, Modified Dietz, performance measurement, return measurement, true time-weighted return, TSG
In my last post, I covered a “fast” way to solve multiple choice internal rate of return exercises. In today’s post, I look at a second quick method. Recall the details from the last post: Account market value on 3/31 is $56.3 million Account market...
by admin | Sep 20, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, CIPM formulae, CIPM formulas, CIPM Principles, estimated time-weighted return, Modified Dietz, Original Dietz, return measurement, time-weighted return, true time-weighted return, TWR
For today’s post, I’d like to review some of the “Dietz-style” formulae we use to calculate true time-weighted return and estimated time-weighted return. I’ve never actually seen the formulae presented this way, but hopefully doing...
