Mathematical specifications for our private fund forecasting engine.
Transparent methodology including deterministic projections, Monte Carlo simulations, carry waterfalls, and multi-currency modeling. Based on industry-standard approaches and calibrated to benchmark data.
Most portfolio platforms treat their methodology as proprietary.
We publish ours. See exactly how we calculate projections, IRR, TVPI, and risk metrics.
Whether managing $20M or $2B in private markets, you deserve to know exactly how we calculate projections, IRR, TVPI, and risk metrics. We show our work.
Our calculations use established financial mathematics - same approaches used by institutional investors. We publish the methodology so you can verify it yourself.
We publish our methodology. See exactly how projections are calculated, how scenarios work, and how Monte Carlo simulations are run. No black box.
Mathematical specification for deterministic projections: cash flow modeling, exit curve modeling (Weibull, Log-Logistic, Mixture), settlement overlays, carry waterfalls, fee calculations, and multi-currency handling.
3-layer stochastic simulation architecture: correlated market dynamics, NAV smoothing, and cash buffer management. Market-linked for realistic risk assessment.
Exit models calibrated to Cambridge Associates and Preqin data:
Cash doesn't arrive instantly—we model escrows and lockups:
Settlement overlays improve cash timing accuracy by 6-12 months for liquidity planning
These documents are comprehensive and rigorous. They include:
If you're evaluating Nagare for your family office and want to understand the quantitative rigor behind our projections, start with the Financial Modeling System documentation.
Competitors ask you to "trust us." We show you exactly how we calculate everything.
Schedule a technical deep-dive with our team or start using Nagare free to see the projections in action.