diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/notebooks/Valuation Backtest.ipynb | 15 |
1 files changed, 14 insertions, 1 deletions
diff --git a/python/notebooks/Valuation Backtest.ipynb b/python/notebooks/Valuation Backtest.ipynb index ca6ae02d..26580d3c 100644 --- a/python/notebooks/Valuation Backtest.ipynb +++ b/python/notebooks/Valuation Backtest.ipynb @@ -209,7 +209,20 @@ "outputs": [], "source": [ "#A positive impact % means the alternative methodology results in a higher NAV than the fund's valuation policy.\n", - "round(pd.DataFrame(mark.alt_nav_impact())*100,2)" + "df = mark.alt_nav_impact()\n", + "round(pd.DataFrame(df.iloc[-1]/df.iloc[-1]['endbooknav'])*100,2)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "#% impact historical: positive % means the alternative methodology results in a higher NAV\n", + "nav_impact = df.divide(df.endbooknav, axis=0)\n", + "to_plot = ['mark_closest_all', 'mark_filtered_mean']\n", + "nav_impact[to_plot].plot()" ] }, { |