Modified Dietz Method


A method of calculating a portfolio's performance by taking into consideration the amount of time the cash flows are held in the portfolio. This method corrects the deficiency of the Simple Dietz Method by accounting for random cash flows rather than assuming that cash flows are made at the middle of the evaluation. Also called Dietz method.
Browse Definitions by Letter: # A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
modified cash basis modified duration