Troubleshooting Negative TWR and Investment Gain, or Vice ...
TROUBLESHOOTING NEGATIVE TWR AND INVESTMENT GAIN, OR VICE VERSA It is possible to have a negative Time Weighted Rate of Return (TWR) with an Investment Gain or a positive TWR and an Investment Loss, especially when there is volatility in the market. The TWR calculation is a percentage based on the size of the portfolio, whereas the Investment Gain ................
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