Geometric mean return

Also called the time weighted rate of return, a measure of the compounded rate of growth of the initial portfolio market value during the evaluation period, assuming that all cash distributions are reinvested in the portfolio. It is computed by taking the geometric average of the portfolio subperiod returns. The New York Times Financial Glossary

Financial and business terms. 2012.

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  • geometric mean return — Also called the time weighted rate of return, a measure of the compound rate of growth of the initial portfolio market value during the evaluation period, assuming that all cash distributions are reinvested in the portfolio. It is computed by… …   Financial and business terms

  • Geometric mean — The geometric mean, in mathematics, is a type of mean or average, which indicates the central tendency or typical value of a set of numbers. It is similar to the arithmetic mean, which is what most people think of with the word average, except… …   Wikipedia

  • Geometric Mean — The average of a set of products, the calculation of which is commonly used to determine the performance results of an investment or portfolio. Technically defined as the n th root product of n numbers , the formula for calculating geometric mean …   Investment dictionary

  • Arithmetic-geometric mean — In mathematics, the arithmetic geometric mean (AGM) of two positive real numbers x and y is defined as follows:First compute the arithmetic mean of x and y and call it a 1. Next compute the geometric mean of x and y and call it g 1; this is the… …   Wikipedia

  • Time-Weighted Rate of Return — A measure of the compound rate of growth in a portfolio. Because this method eliminates the distorting effects created by inflows of new money, it is used to compare the returns of investment managers. This is also called the geometric mean… …   Investment dictionary

  • Time-weighted rate of return — Related: Geometric mean return. The New York Times Financial Glossary …   Financial and business terms

  • time-weighted rate of return — Related: geometric mean return …   Financial and business terms

  • Annual Return — The return an investment provides over a period of time, expressed as a time weighted annual percentage. Sources of returns can include dividends, returns of capital and capital appreciation. The rate of annual return is measured against the… …   Investment dictionary

  • Rate of return — In finance, rate of return (ROR), also known as return on investment (ROI), rate of profit or sometimes just return, is the ratio of money gained or lost (whether realized or unrealized) on an investment relative to the amount of money invested.… …   Wikipedia

  • Среднегеометрическая доходность — (GEOMETRIC MEAN RETURN) средняя ставка доходности финансового актива за данный период, рассчитанная, исходя из сложного процента …   Финансовый глоссарий

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