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Investments glossary

Modified Dietz Method


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Quotes of the day:

Everyone can get the gold of the Sun. (Tout le monde cueille l\'or du soleil)

— Charles de LEUSSE

The modified Dietz method is a way to measure a portfolio’s historical return that is based on a weighted calculation of its cash flow. The method takes into account the timing of cash flows and assumes that there is a constant rate of return over a specified period of time.


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