The Holder’s outcome
Preparing the first run
Holder return
—
Effective annual IRR · net of fees
Net cash gain
—
Across the full modelled book life
Cash multiple
—
Invested —
Capital recovered
—
Weighted average life — months
One simulated path, one conditional outcome. These figures depend on the selected assumptions. Use Distributions to examine a range of outcomes and Stress tests to challenge the scenario.