Category: Investment Performamce Measurement Investment Performamce Terminology

Script: ~Finexec_docs/ipm_docs.ijs
Updated: 2023 05 19
Definitions for calculating investment performance measurement.

Scripts

ipm.ijs Loads scripts from category: Investment Performance Measurement
invreturnhardy.ijs Investment return using Hardy’s method
mwrr.ijs Money weighted rate of rerurn (internal rate of return)
twrr.ijs Time weighted rates of return

Definitions

I invReturnHardy, invReturnHardy_T
M mwr, mwrDates, mwrPeriodic
T twr, twr_M, twrDietz, twrDietz_M, twrDietzDates, twrDietzDates_M, twrDietzProp, twrDietzProp_M