Time-Weighted Return Report


This report can be created by selecting the Reports / Time-Weighted Return... command from within any window.


This report displays the Time-Weighted Returns for a variety of time periods for each line item.  Calculating an investment TWR requires the use of prices for the beginning and end of the yield term.  If a price has not been recorded for the beginning of the yield term Fund Manager will try to interpolate one, up to your specified interpolation range.  If there are insufficient price points to interpolate a beginning price, the yield will be reported as "NA".  Fund Manager will always interpolate a price for the ending date.  This is done in an effort to report a yield as often as possible.  If a yield is calculated using an interpolated price, the associated yield will have an asterisk (*) next to the value.  Specify the yield terms using the Preferences - Yields Dialog.  By default, yields for terms less than one year are not annualized, and yields for terms greater than one year are average annualized.  Whether or not to annualize yields can be controlled from the Preferences - Yield dialog.  This report provides the same information often provided by mutual fund companies on the past performance of their funds.

See Also

About Reports

Yield Calculations

Time-Weighted Returns

Report Settings Dialog

Report Window - Menu Commands

Report Preferences

Memorized Report Dialog

Report Colors


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