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Twrr

D

deepakraomore

Member
To calculate the twrr, how to treat the net cash flow in/out after the valuation date. Wheather to deduct from the previous value?
 
deepakraomore said:
To calculate the TWRR, how to treat the net cash flow in/out after the valuation date. Whether to deduct from the previous value?
Click to expand...

I could give you a formula but there's no point. In each section between the cashflows, you're calculating the growth/accumulation factor which is given by:

(fund size at end of period) ÷ (fund size at start of period)

you then multiply all these growth/accumulation factors together and then calculate the "average" annual rate.
 
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