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2. Simple Dietz method - Wikipedia

   en.wikipedia.org/wiki/Simple_Dietz_Method

   The simple Dietz method [1] is a means of measuring historical investment portfolio performance, compensating for external flows into/out of the portfolio during the period. [2] The formula for the simple Dietz return is as follows: = + / where is the portfolio rate of return,

3. Rate of return on a portfolio - Wikipedia

   en.wikipedia.org/wiki/Rate_of_return_on_a_portfolio

   The rate of return on a portfolio can be calculated indirectly as the weighted average rate of return on the various assets within the portfolio. [3] The weights are proportional to the value of the assets within the portfolio, to take into account what portion of the portfolio each individual return represents in calculating the contribution of that asset to the return on the portfolio.

4. Modified Dietz method - Wikipedia

   en.wikipedia.org/wiki/Modified_Dietz_method

   The modified Dietz method [1] [2] [3] is a measure of the ex post (i.e. historical) performance of an investment portfolio in the presence of external flows. (External flows are movements of value such as transfers of cash, securities or other instruments in or out of the portfolio, with no equal simultaneous movement of value in the opposite direction, and which are not income from the ...

5. What Rate of Return Should I Expect for My Retirement Portfolio?

   www.aol.com/realistic-rate-return-retirement...

   For example, say you invest in a fund that historically provides an 8% nominal rate of return. However, the fund has a 0.5% management fee , and inflation is 3%. Therefore, you subtract 3.5% of ...

6. Rate of return - Wikipedia

   en.wikipedia.org/wiki/Rate_of_return

   An annual rate of return is a return over a period of one year, such as January 1 through December 31, or June 3, 2006, through June 2, 2007, whereas an annualized rate of return is a rate of return per year, measured over a period either longer or shorter than one year, such as a month, or two years, annualized for comparison with a one-year ...

7. Modern portfolio theory - Wikipedia

   en.wikipedia.org/wiki/Modern_portfolio_theory

   (⁡ ()) is the market premium, the expected excess return of the market portfolio's expected return over the risk-free rate. A derivation [ 14 ] is as follows: (1) The incremental impact on risk and expected return when an additional risky asset, a , is added to the market portfolio, m , follows from the formulae for a two-asset portfolio.