Calculate the Time-Weighted Rate of Return given the following porfolio returns: 8%, 6%, -10%, 12%, 7%
Calculate the Time-Weighted Rate of Return given the following porfolio returns:
8%, 6%, -10%, 12%, 7%
Homework Answers
Time Weighted Rate of Return = [(1+HP1) * (1+HP2) .......* (1+HPn)] - 1
= [(1+0.08) * (1+0.06) * (1-0.10) * (1+0.12) * (1+0.07)] - 1
= [1.08 * 1.06 * 0.90 * 1.12 * 1.07] - 1
= 1.2347 - 1
Time Weighted Rate of Return = 0.2347 or 23.47%
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Calculate the Time-Weighted Rate of Return given the following
porfolio returns:
8%, 6%, -10%, 12%, 7%
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