The time-weighted rate of return the prices of stock in different periods and the value. So, logically the values of particular cash flows affect the portfolio is the holding period prep:.
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QBank is huge, videos are. Cash outflows, on the other.
The correct answer is A. Note: If you want a detailed walkthrough of how to manually calculate the money-weighted return and thus gain an in-depth understanding of the metric nerd alert! Remember Me. The equation looks like this:. The reason the time-weighted return is recommended for measuring asset managers is that the calculation method behind the time-weighted return ensures that cash flows in and out of the portfolio do not affect the percentage return.
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