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FrankSun · 2019年12月21日

问一道题:NO.PZ2018070201000038

问题如下:

One investor uses buy and hold strategy and makes annual deposits each year for five years, which return method is most suitable to assess the investment performance?

选项:

A.

Geometric mean return

B.

Money-weighted return.

C.

Arithmetic mean return.

解释:

A is correct.

As the previous year's earnings is compounded to the beginning value of the investment at the beginning of each year, geometric mean return is the best method to evaluate the return.

为什么 ???好郁闷。。。说了又买又卖又存的,这么多cash flow的流动,为什么不是irr

1 个答案
已采纳答案

星星_品职助教 · 2019年12月22日

同学你好,
这道题的关键词在于 buy and hold。这就说明了有一个复利作用,而衡量复利的方法是TWRR。