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. (External...

of the modified Dietz return greater than that in the simple Dietz method. In this case, the Modified Dietz return is less than the Simple Dietz return...

the modified Dietz method, which takes available information on the actual timing of external flows into consideration. Like the modified Dietz method, the...

applies one of several alternative methods, such as for example the time-weighted return or the modified Dietz method. It requires knowledge of the value...

Discounted cash flow Modified Dietz method Modified internal rate of return Net present value Rate of return Simple Dietz method Marginal efficiency of...

Internal rate of return Modified Dietz method Modified internal rate of return Net present value Rate of return Simple Dietz method Marginal efficiency of...

period return Modified Dietz Method Internal Rate of Return Rate of return Relative return Risk-adjusted return on capital Simple Dietz Method Time-weighted...

Investment management Portfolio (finance) Fama–French three-factor model Modified Dietz Method Fixed income attribution Financial risk management § Investment...

analysis Style drift Returns-based style analysis Simple Dietz method Modified Dietz method Modigliani risk-adjusted performance Upside potential ratio...

Modified Dietz method Net present value Rate of profit Return of capital Return on assets Return on capital Returns (economics) Simple Dietz method Time...