time-weighted ROR

[lvs]

Hi Mark,
Another Q for you: on the Performance Report, which of the three returns is the AIMR-compliant time-weighted ROR? Is it the Yield? When I do my own calculations, the returns that I get match the numbers in the Yield column.

[Mark]

Hi lvs,

Yes, it is the "Yield" column. This yield column displays the ROI yield:

ROI Yield Documentation

[lvs]

Great! Thank you.