标题: Time-Weighted Rate of Return [打印本页] 作者: suxiaoxiao 时间: 2011-7-13 14:45 标题: Time-Weighted Rate of Return
On Example 4 of page 225, pertaining to the Strubeck Corporation, why aren't the finally figures placed into the formula as should. Shouldn't (1.20)(1.05)(1.12)(.90) be raised to the 1/4? I need someone to please clear this up.作者: suyash1989 时间: 2011-7-13 14:45
Please paste the example if it is not too much typing. Sorry.作者: thisisbrianly 时间: 2011-7-13 14:45
My apologies, I normally would. But it is a tremendous amount of data because it is a four quarter chart with eights rows of data.作者: btcapital 时间: 2011-7-13 14:45
Sorry about that levista. I will take a look when I am sitting by my desk next.作者: waldziuchna 时间: 2011-7-13 14:45
Hey there,
The returns data presented are for four QUARTERS. You would only raise (1.20)(1.05)(1.12)(.90) to the power 1/4 if this were annual returns data.
