1 files changed, 42 insertions, 0 deletions
diff --git a/python/notebooks/Valuation Backtest.ipynb b/python/notebooks/Valuation Backtest.ipynb
index 88211db3..6326ec98 100644
--- a/python/notebooks/Valuation Backtest.ipynb
+++ b/python/notebooks/Valuation Backtest.ipynb
@@ -154,6 +154,16 @@
    "metadata": {},
    "outputs": [],
    "source": [
+    "#Fund cumulative returns from the last 12 months\n",
+    "results[1]['mark_manager'][-12:]"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
     "mark.annual_performance(results[1])"
    ]
   },
@@ -163,6 +173,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
+    "#A positive impact % means the alternative methodology results in a higher NAV than the fund's valuation policy.\n",
     "pd.DataFrame(mark.alt_nav_impact())"
    ]
   },
@@ -171,6 +182,37 @@
    "execution_count": null,
    "metadata": {},
    "outputs": [],
+   "source": [
+    "pnl_breakdown = ops.curr_port_PNL()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "#Unrealized MTM Gains/Loss\n",
+    "breakdown_summary = pd.DataFrame(index = {'unreal mark-to-market'}, columns={'Gains','Loss','Net'})\n",
+    "breakdown_summary['Gains'] = pnl_breakdown[pnl_breakdown['mtdbookunrealmtm']>=0].sum()['mtdbookunrealmtm']\n",
+    "breakdown_summary['Loss'] = pnl_breakdown[pnl_breakdown['mtdbookunrealmtm']<0].sum()['mtdbookunrealmtm']\n",
+    "breakdown_summary['Net'] = pnl_breakdown.sum()['mtdbookunrealmtm']"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "breakdown_summary / nav[-1]"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
    "source": []
   }
  ],