Total Investment
$2,000,000
Target IRR
6.0%
Students
701
|
Scenario
|
Median IRR (%)
|
Positive IRR (%)
|
Unemployment (%)
|
Default (%)
|
|---|---|---|---|---|
|
Optimistic
High impact positive outlier (p95)
|
8.3
+2.3
|
100.0 | 2.8 | 1.0 |
|
Positive
Achieveable (p80) good outcome
|
6.8
+0.8
|
100.0 | 3.1 | 1.5 |
|
chancen(Chancen Fixed Yield) + lumni(Commodity Surge)
Generated combination: chancen(Chancen Fixed Yield) + lumni(...
|
6.7
+0.7
|
100.0 | 3.2 | 1.7 |
|
Baseline
Median (p50) expectation
|
6.7
+0.7
|
100.0 | 3.6 | 1.9 |
|
chancen(Chancen Fixed Yield) + lumni(Recovery)
Generated combination: chancen(Chancen Fixed Yield) + lumni(...
|
5.4
-0.6
|
100.0 | 4.1 | 2.5 |
|
Conservative
Possible (p20) adverse scenario
|
1.6
-4.4
|
50.0 | 5.5 | 4.0 |
|
Catastrophic
Black swan catastrophe
|
1.3
-4.7
|
50.0 | 6.9 | 5.9 |
|
Pessimistic
Severe but plausible stress (p5)
|
0.8
-5.2
|
50.0 | 4.6 | 5.0 |
Metric Definitions
Default Rate (%)
Expected default rate for ISAs in the portfolio, representing the percentage of contracts that fail to repay.
Median IRR (%)
Median IRR across all individual ISAs in the portfolio for this scenario.
Positive IRR (%)
Percentage of Monte Carlo simulations where the in the portfolio IRR was positive for this scenario.
Unemployment Rate (%)
Percentage of time ISAs in the portfolio are unemployed during active contract periods.