Returns of Financial Assets and Instruments

Free CFA Level I lesson in Quantitative Methods. 11 min read, ~1,609 words.

Holding period return (HPR) = (Ending + Income) / Beginning − 1. Compound HPRs to chain multi-period returns. Geometric mean ≤ arithmetic mean. Geometric measures realized compound growth; arithmetic measures expected single-period return. Money-weighted return = IRR (sensitive to cash flow timing). Time-weighted return = compounded HPRs (manager-agnostic to flows)...

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