REALLY confused about the calculation methodology requirements. Standard 2A2: Last year: Prior to 1/1/2005 --> monthly valuations (Dietz) 1/1/2005 - 1/1/2010 --> approximated daily weighted (modified Dietz) 1/1/2010 - present --> value on dates of all external cash flows (true time-weighted) This year: Prior to 1/1/2005 --> monthly valuations (Dietz) 1/1/2005 - present --> daily weighted (true time-weighted) If I’m reading standard 2A2 correctly, they’ve retroactively changed how portfolios need to be valued between 2005 and 2010. What happened to modified Dietz? Also: Standard 1A3: Prior to 1/1/2001 --> monthly valuations (Dietz) 1/1/2010 - present --> value on dates of all external cash flows (true time-weighted) It seems like they switched things to true time-weighted on 2005 according to this year’s standard 2A2, but made the change to standard 1A3 in 2010 - thus they are now inconsistent. Am I reading this wrong or is there something I am missing!!!