Finexec: Category: Investment Performamce Measurement


Finexec | Library | Investment Performamce Terminology

Script: ~addons/finance/finexec/ipm/ipm_docs.ijs
Updated: 2022-05-22
Definitions for calculating investment performance measurement.

Scripts

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