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The simple Dietz method is a means of measuring historical investment portfolio performance, compensating for external flows into/out of the portfolio during the period. The formula for the simple Dietz return is as follows: where is the portfolio rate of return, is the beginning market value, is the ending market value, and is the net external inflow during the period (flows out of the portfolio are negative and flows into the portfolio are positive).

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  • ディーツ簡便法 (ja)
  • Simple Dietz method (en)
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  • ディーツ簡便法は、を簡素化し、すべてのキャッシュフローが期の真ん中で発生したと仮定した、時間加重収益率測定法。 ディーツ簡便法=(当期末時価総額 - 前期末時価総額 - 下中のキャッシュフローの合計)÷(前期末時価総額+期中キャッシュフローの合計×1/2) (ja)
  • The simple Dietz method is a means of measuring historical investment portfolio performance, compensating for external flows into/out of the portfolio during the period. The formula for the simple Dietz return is as follows: where is the portfolio rate of return, is the beginning market value, is the ending market value, and is the net external inflow during the period (flows out of the portfolio are negative and flows into the portfolio are positive). (en)
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  • The simple Dietz method is a means of measuring historical investment portfolio performance, compensating for external flows into/out of the portfolio during the period. The formula for the simple Dietz return is as follows: where is the portfolio rate of return, is the beginning market value, is the ending market value, and is the net external inflow during the period (flows out of the portfolio are negative and flows into the portfolio are positive). It is based on the assumption that all external flows occur at the half-way point in time within the evaluation period (or are spread evenly across the period, and so the flows occur on average at the middle of the period). (en)
  • ディーツ簡便法は、を簡素化し、すべてのキャッシュフローが期の真ん中で発生したと仮定した、時間加重収益率測定法。 ディーツ簡便法=(当期末時価総額 - 前期末時価総額 - 下中のキャッシュフローの合計)÷(前期末時価総額+期中キャッシュフローの合計×1/2) (ja)
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