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213 lines
6.8 KiB
Plaintext
213 lines
6.8 KiB
Plaintext
# 1. investment that does not grow has no return
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hledger -f- roi --inv investment --pnl pnl -b 2017 -e 2018 -Y
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<<<
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2017-01-01 investment
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assets:cash -$100
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investment
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2017-06-01 investment
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assets:cash -$100
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investment
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>>>
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+---++------------+------------++---------------+----------+-------------+-----++-------+-------+
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| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
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+===++============+============++===============+==========+=============+=====++=======+=======+
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| 1 || 2017/01/01 | 2017/12/31 || 0 | 200 | 200 | 0 || 0.00% | 0.00% |
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+---++------------+------------++---------------+----------+-------------+-----++-------+-------+
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>>>=0
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# 2. Growth by 12% from single investment transaction should show 12% IRR and 12% TWR
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hledger -f- roi --inv investment --pnl pnl -b 2017 -e 2018 -Y
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<<<
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2017-01-01 investment
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assets:cash -$100
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investment
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2017-12-31 investment valuation
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investment = $112
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pnl
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>>>
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+---++------------+------------++---------------+----------+-------------+-----++--------+--------+
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| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
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+===++============+============++===============+==========+=============+=====++========+========+
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| 1 || 2017/01/01 | 2017/12/31 || 0 | 100 | 112 | 12 || 12.00% | 12.00% |
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+---++------------+------------++---------------+----------+-------------+-----++--------+--------+
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>>>=0
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# 3. Same as (2), but grow by 1% per month
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hledger -f- roi --inv investment --pnl pnl -b 2017 -e 2018 -Y
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<<<
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2017-01-01 investment
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assets:cash -$100
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investment
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2017-01-31 investment valuation
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investment = $101
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pnl
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2017-02-28 investment valuation
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investment = $102
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pnl
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2017-03-31 investment valuation
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investment = $103
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pnl
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2017-04-30 investment valuation
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investment = $104
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pnl
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2017-05-31 investment valuation
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investment = $105
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pnl
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2017-06-30 investment valuation
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investment = $106
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pnl
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2017-07-31 investment valuation
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investment = $107
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pnl
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2017-08-31 investment valuation
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investment = $108
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pnl
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2017-09-30 investment valuation
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investment = $109
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pnl
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2017-10-31 investment valuation
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investment = $110
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pnl
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2017-11-30 investment valuation
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investment = $111
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pnl
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2017-12-31 investment valuation
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investment = $112
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pnl
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>>>
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+---++------------+------------++---------------+----------+-------------+-----++--------+--------+
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| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
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+===++============+============++===============+==========+=============+=====++========+========+
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| 1 || 2017/01/01 | 2017/12/31 || 0 | 100 | 112 | 12 || 12.00% | 12.00% |
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+---++------------+------------++---------------+----------+-------------+-----++--------+--------+
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>>>=0
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# 4. When $100 invested over 12 month + $100 invested over 6 month yield $220, that's 10% TWR, but 12.73% IRR
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hledger -f- roi --inv investment --pnl pnl -b 2017 -e 2018 -Y
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<<<
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2017-01-01 investment
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assets:cash -$100
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investment
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2017-06-01 investment
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assets:cash -$100
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investment
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2017-12-31 investment valuation
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investment = $220
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pnl
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>>>
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+---++------------+------------++---------------+----------+-------------+-----++--------+--------+
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| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
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+===++============+============++===============+==========+=============+=====++========+========+
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| 1 || 2017/01/01 | 2017/12/31 || 0 | 200 | 220 | 20 || 12.72% | 10.00% |
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+---++------------+------------++---------------+----------+-------------+-----++--------+--------+
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>>>=0
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# 5. When $100 invested over 12 month + $100 invested over 6 month yield $20, that's -90% TWR, but -95.73% IRR
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hledger -f- roi --inv investment --pnl pnl -b 2017 -e 2018 -Y
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<<<
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2017-01-01 investment
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assets:cash -$100
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investment
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2017-06-01 investment
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assets:cash -$100
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investment
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2017-12-31 investment valuation
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investment = $20
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pnl
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>>>
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+---++------------+------------++---------------+----------+-------------+------++---------+---------+
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| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
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+===++============+============++===============+==========+=============+======++=========+=========+
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| 1 || 2017/01/01 | 2017/12/31 || 0 | 200 | 20 | -180 || -95.73% | -90.00% |
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+---++------------+------------++---------------+----------+-------------+------++---------+---------+
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>>>=0
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# 6. Check that deposits/withdrawals and profit/loss are reflected in the right periods
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hledger -f- roi --inv investment --pnl pnl -b 2017 -e 2018 -Q
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<<<
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2017-01-01 investment
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assets:cash -$100
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investment
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2017-06-30 investment valuation
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investment = $110
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pnl
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2017-07-01 investment
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assets:cash -$100
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investment
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2017-10-01 withdrawal
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assets:cash $50
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investment
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2017-12-31 investment valuation
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investment = $155
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pnl
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>>>
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+---++------------+------------++---------------+----------+-------------+-----++---------+---------+
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| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
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+===++============+============++===============+==========+=============+=====++=========+=========+
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| 1 || 2017/01/01 | 2017/03/31 || 0 | 100 | 100 | 0 || 0.00% | 0.00% |
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| 2 || 2017/04/01 | 2017/06/30 || 100 | 0 | 110 | 10 || 46.56% | 46.56% |
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| 3 || 2017/07/01 | 2017/09/30 || 110 | 100 | 210 | 0 || 0.00% | 0.00% |
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| 4 || 2017/10/01 | 2017/12/31 || 210 | -50 | 155 | -5 || -11.83% | -11.82% |
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+---++------------+------------++---------------+----------+-------------+-----++---------+---------+
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>>>=0
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# 7. Check that reporting for the part of the total history of investment works
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hledger -f- roi --inv investment --pnl pnl -b 2017-06 -e 2018
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<<<
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2017-01-01 investment
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assets:cash -$100
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investment
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2017-06-30 investment valuation
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investment = $110
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pnl
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2017-07-01 investment
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assets:cash -$100
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investment
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2017-10-01 withdrawal
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assets:cash $50
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investment
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2017-12-31 investment valuation
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investment = $155
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pnl
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>>>
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+---++------------+------------++---------------+----------+-------------+-----++-------+--------+
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| || Begin | End || Value (begin) | Cashflow | Value (end) | PnL || IRR | TWR |
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+===++============+============++===============+==========+=============+=====++=======+========+
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| 1 || 2017/06/01 | 2017/12/31 || 100 | 50 | 155 | 5 || 5.24% | 11.45% |
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+---++------------+------------++---------------+----------+-------------+-----++-------+--------+
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>>>=0
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