AllenLatta.com - PME Calculations
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allenlatta.com PME calculations
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© 2018 Allen J. Latta. All rights reserved.
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Neither this spreadsheet nor any portion thereof may be reproduced or used in any manner whatsoever without the express prior written consent of Allen Latta.
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Fund IRRS&P 500LN PME Hypothetical Public PortfolioPME+ Hypothetical Public PortfolioPME+ Scaling FactormPME Hypothetical Public PortfolioKS PMEDirect Alpha
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DateCalls
Distributions
Fund NAV
Net Cash Flows
DateIndexYOY ΔDateCalls
Distributions
LN PME NAV
Net Cash Flows
DateCalls
Dist*Scaling
Fund NAV
Net Cash Flows
FV CallsFV DistDateCallsD(mPME)
mPME NAV
Net Cash Flows
Date
FV-Calls
FV-Dist
Fund NAV
Date
FV-Calls
FV-Dist
Fund NAV
FV (Net CF)
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12/31/2008-1000100-10012/31/2008100NA12/31/2008-1000100-10012/31/2008-1000-100-296012/31/2008-1000100-10012/31/2008296012/31/20082960-296
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12/31/2009-800170-8012/31/200912323%12/31/2009-800203-8012/31/2009-800-80-192012/31/2009-800203-8012/31/2009192012/31/20091920-192
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12/31/2010-600260-6012/31/201013913%12/31/2010-600289-6012/31/2010-600-60-128012/31/2010-600289-6012/31/2010128012/31/20101280-128
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12/31/2011-2020300012/30/20111390%12/31/2011-2020289012/31/2011-2018-2-434312/31/2011-2019290-112/31/2011434312/31/201143430
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12/31/2012-15503503512/31/201215813%12/31/2012-15502933512/31/2012-154429-289412/31/2012-15433012812/31/2012289412/31/2012289466
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12/31/2013-101002909012/31/201320530%12/31/2013-101002909012/31/2013-108878-1414512/31/2013-101032989312/31/20131414512/31/201314145130
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12/31/2014-515018014512/31/201422811%12/31/2014-515017814512/31/2014-5132127-619512/31/2014-515318314812/31/2014619512/31/20146195188
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12/31/2015-512011011512/31/2015226-1%12/31/2015-51206211512/31/2015-5106101-715712/31/2015-598909312/31/2015715712/31/20157157150
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12/31/2016-580857512/30/201624810%12/31/2016-580-77512/31/2016-57166-69612/31/2016-550534512/31/201669612/31/201669690
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12/31/2017030508012/29/201729619%12/31/2017030-39-912/31/2017026507603012/31/2017024406312/31/20170305012/31/20170305080
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-300550-300550-300486-719758-300489719758719758
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CAGR13%
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TVPI2.0x
LN PME IRR
12.6%PME+ IRR12.6%
Scaling Factor
0.88mPME IRR12.8%KS PME1.12
Direct Alpha
2.4%
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IRR15.3%Δ IRR2.6%Δ IRR2.7%Δ IRR2.5%
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Scaling Factor
0.883
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First, calculate mPME NAV
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