Vlastni statistiky

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web: www.mintos.com
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CrazyGuy
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Registrován: 27 pro 2018, 18:20
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Vlastni statistiky

Příspěvek od CrazyGuy » 27 pro 2018, 19:41

Delate si nekdo vlastni statistiky z Mintos? To co je na webu mi pripada trochu nedostatecne, zejmena s ohledem na mereni skutecne vynosnosti investic. Ja si zatim pocitam statistiky nize, zejmena xirr a vazeny rozdil oproti uvadenemu uroku je zajimava metrika (twd - je to v BPS = 0.01%).
Rad bych to porovnal s nekym kdo ma delsi historii investovani, ja jsem zacal teprve v rijnu (pouze EUR). Co jineho dava smysl pocitat?

Kód: Vybrat vše

Current loans - Overview
gp = grace period, si = investment on secondary market
 si |   loan_originator    | loans | my_investment |  my_pos  | avg_ir | avg_rem_term | d_0 | d_gp | d1_15 | d16_30 | d31_60 
----+----------------------+-------+---------------+----------+--------+--------------+-----+------+-------+--------+--------
  0 | Banknote             |   865 |      13084.00 | 11697.24 |  0.105 |         14.1 | 666 |   25 |    72 |     40 |     62
  0 | IuteCredit           |   349 |      11837.13 | 10637.55 |  0.110 |         14.3 | 273 |   47 |    16 |      3 |     10
  0 | Varks                |   296 |      13490.02 | 13488.51 |  0.123 |          0.9 | 272 |    2 |     4 |      8 |     10
  0 | Aasa                 |   255 |          2795 |  2472.05 |  0.100 |         18.5 | 166 |   37 |     4 |     26 |     22
  0 | Dinero               |   181 |       7883.36 |  7844.04 |  0.130 |          0.9 | 160 |    0 |    13 |      8 |      0
  0 | Mogo                 |   118 |          5280 |  4772.58 |  0.100 |         16.8 |  88 |    7 |    11 |      8 |      4
  0 | ID Finance           |    75 |       3825.00 |  3780.65 |  0.109 |         14.5 |  74 |    0 |     1 |      0 |      0
  0 | EBV Finance          |    66 |       1999.35 |  1999.35 |  0.100 |          1.3 |  66 |    0 |     0 |      0 |      0
  0 | Capital Service      |     8 |        433.26 |   420.84 |  0.120 |         21.5 |   7 |    1 |     0 |      0 |      0
  0 | VIZIA                |     7 |        216.32 |   203.49 |  0.110 |         20.4 |   4 |    0 |     1 |      1 |      1
  0 | Mozipo Group         |     4 |        279.57 |   275.92 |  0.120 |         23.5 |   4 |    0 |     0 |      0 |      0
  0 | Sebo                 |     3 |        185.50 |   183.36 |  0.123 |         19.0 |   3 |    0 |     0 |      0 |      0
  0 | ExpressCredit Zambia |     3 |        281.66 |   274.57 |  0.120 |         17.0 |   0 |    2 |     1 |      0 |      0
  0 | Kuki                 |     2 |           142 |   142.00 |  0.120 |          0.5 |   1 |    1 |     0 |      0 |      0
  0 | Leaselink            |     2 |            90 |    84.20 |  0.100 |         10.0 |   0 |    0 |     2 |      0 |      0
  0 | ExpressCredit        |     1 |           100 |    92.01 |  0.120 |         16.0 |   1 |    0 |     0 |      0 |      0
  0 | Tigo                 |     1 |            50 |    50.00 |  0.120 |         12.0 |   1 |    0 |     0 |      0 |      0
  0 | CashCredit           |     1 |         25.67 |    23.67 |  0.110 |         11.0 |   1 |    0 |     0 |      0 |      0
  0 | Metrokredit          |     1 |            50 |    50.00 |  0.120 |          0.0 |   0 |    1 |     0 |      0 |      0
  1 | Varks                |   231 |       4478.28 |  4449.84 |  0.116 |          0.0 |   1 |    2 |     0 |      0 |    228
  1 | Kuki                 |   162 |       2754.73 |  2716.44 |  0.119 |          0.0 |   0 |    0 |     0 |      0 |    162
  1 | ExpressCredit Zambia |    34 |        494.60 |   494.60 |  0.125 |          0.3 |  15 |    2 |     0 |      0 |     17
  1 | Dinero               |    33 |        542.39 |   542.38 |  0.120 |          0.0 |   0 |    0 |     0 |      0 |     33
  1 | Metrokredit          |    26 |        265.49 |   265.49 |  0.120 |          0.0 |   0 |    0 |     0 |      0 |     26
  1 | Sebo                 |    22 |        481.07 |   481.07 |  0.121 |          2.4 |   2 |    0 |     0 |      0 |     20
  1 | Banknote             |     6 |         59.46 |    47.84 |  0.123 |         11.2 |   2 |    1 |     3 |      0 |      0
  1 | Creditstar           |     4 |        204.56 |   201.58 |  0.110 |         11.0 |   4 |    0 |     0 |      0 |      0
  1 | ID Finance           |     4 |         54.05 |    54.05 |  0.110 |          1.5 |   0 |    0 |     0 |      0 |      4
  1 | Lendo                |     3 |         49.67 |    49.67 |  0.120 |          7.7 |   0 |    0 |     0 |      0 |      3
  1 | GetBucks             |     3 |         49.43 |    49.43 |  0.113 |          4.0 |   0 |    0 |     0 |      0 |      3
  1 | Capital Service      |     2 |         29.26 |    28.66 |  0.120 |          8.0 |   0 |    0 |     1 |      0 |      1
  1 | Simbo                |     2 |            20 |    19.98 |  0.120 |          1.0 |   2 |    0 |     0 |      0 |      0
  1 | Mogo                 |     2 |         22.04 |    20.15 |  0.120 |         18.5 |   2 |    0 |     0 |      0 |      0
  1 | Tengo                |     2 |            20 |    20.00 |  0.120 |          0.0 |   0 |    0 |     0 |      0 |      2
  1 | Tigo                 |     2 |            45 |    45.00 |  0.120 |          9.5 |   0 |    0 |     0 |      0 |      2
  1 | Aasa                 |     2 |         47.54 |    47.49 |  0.110 |         10.5 |   0 |    0 |     0 |      0 |      2
  1 | Aforti               |     1 |            35 |    35.00 |  0.120 |          7.0 |   0 |    0 |     0 |      0 |      1
  1 | ExpressCredit        |     1 |            25 |    25.00 |  0.120 |          9.0 |   0 |    0 |     0 |      0 |      1
  1 | CashCredit           |     1 |          6.73 |     6.73 |  0.120 |          9.0 |   0 |    0 |     0 |      0 |      1
  1 | Lime Zaim            |     1 |            20 |     1.94 |  0.130 |          0.0 |   0 |    0 |     1 |      0 |      0
  1 | Watu Credit          |     1 |          9.79 |     9.79 |  0.120 |          9.0 |   0 |    0 |     0 |      0 |      1
(41 rows)

Finished loans - Overview
wxirr = weighted IRR (by investmetnt, wirrd_bps (weighted irr difference to IR in BPS (=0.01%)
 si |   loan_originator    | loans |  loan_amt  | my_investment | pos | avg_inv_dur | wxirr | wirr | wirrd_bps 
----+----------------------+-------+------------+---------------+-----+-------------+-------+------+-----------
  0 | Varks                |  1331 |  288849.76 |         26837 | 116 |       15.24 |  11.9 | 12.1 |       -14
  0 | Banknote             |   681 |  453307.39 |         11515 | 104 |       32.24 |  11.3 | 10.4 |        90
  0 | Dinero               |   246 |   32251.75 |          9945 |  28 |        9.18 |  11.7 | 12.5 |       -85
  0 | EBV Finance          |   354 | 1219434.55 |          9010 | 113 |       45.01 |  10.7 | 10.0 |        72
  0 | Mogo                 |    90 |   66484.97 |          2332 |  16 |       21.00 |  11.7 | 10.7 |        97
  1 | Varks                |    80 |   19394.88 |          1334 |   6 |        8.60 |  24.4 | 12.4 |      1203
  0 | Aasa                 |    76 |   96033.04 |           830 |  10 |       42.28 |  10.9 | 10.0 |        90
  0 | IuteCredit           |    21 |   20323.35 |           546 |   8 |       51.14 |  11.6 | 10.8 |        80
  1 | Kuki                 |    24 |   17473.69 |           461 |   0 |        2.46 |  16.1 | 11.0 |       510
  1 | ExpressCredit Zambia |    23 |    8136.18 |           433 |   1 |        8.52 |  12.2 | 12.0 |        20
  1 | Dinero               |    19 |    2205.33 |           352 |   0 |       13.68 |   1.6 | 12.0 |     -1041
  0 | Capital Service      |     4 |    2648.18 |           337 |   1 |        7.25 |   8.5 | 12.0 |      -349
  1 | Sebo                 |    13 |    2408.08 |           275 |   1 |        8.46 |  13.0 | 12.1 |        90
  0 | Sebo                 |     2 |     854.19 |           187 |   2 |       30.00 |  12.5 | 12.0 |        49
  1 | Lendo                |     3 |     1417.5 |           169 |   0 |        6.33 |  12.8 | 12.0 |        79
  0 | ID Finance           |     3 |    2029.23 |           150 |   0 |        9.00 |  10.1 | 11.0 |       -92
  0 | Mozipo Group         |     1 |    2181.79 |           100 |   0 |        2.00 |   6.8 | 12.1 |      -532
  0 | Bino                 |     1 |        375 |            50 |   0 |       19.00 |  12.1 | 12.0 |         5
  0 | Kuki                 |     1 |     603.11 |            50 |   0 |       21.00 |  12.5 | 12.0 |        46
  0 | Tigo                 |     1 |     336.73 |            50 |   0 |       10.00 |  11.5 | 12.0 |       -49
  0 | Simbo                |     1 |     938.06 |            48 |   0 |       15.00 |  12.0 | 12.0 |         4
  1 | Aasa                 |     1 |    3157.89 |            47 |   0 |       10.00 |  13.0 | 12.0 |        96
  0 | VIZIA                |     2 |    1771.00 |            42 |   0 |       35.00 |  10.8 | 10.3 |        48
  0 | Metrokredit          |     1 |     237.19 |            42 |   0 |        3.00 |   8.3 | 12.0 |      -373
  1 | Metrokredit          |     2 |     242.07 |            20 |   0 |        8.00 |  12.9 | 12.0 |        91
  1 | Lime Zaim            |     1 |     240.19 |            20 |   0 |        2.00 |  15.0 | 13.0 |       204
  1 | Banknote             |     1 |        400 |            19 |   0 |        6.00 |   7.3 | 13.0 |      -566
  1 | Mogo                 |     2 |    7006.89 |            13 |   0 |       42.50 |   9.7 | 12.0 |      -226
  1 | CashCredit           |     1 |    1022.57 |             8 |   0 |       12.00 |  11.1 | 12.0 |       -85
(29 rows)

Weekly vintage - all loans
f_wxirr (xirr difference on finished loans from particular vintage)
  inv_week  | loans |  tot_inv  |    pos    | wir  | cnt_c | cnt_f | c_rem_t | f_wxirr 
------------+-------+-----------+-----------+------+-------+-------+---------+---------
 2018-10-01 |   216 |   9691.21 |  -6418.08 | 10.1 |   160 |    56 |    16.6 |    11.0
 2018-10-08 |  1584 |  21026.38 |  -8695.06 | 10.9 |   702 |   882 |    16.4 |    11.8
 2018-10-15 |  1496 |  22994.54 |  -7514.66 | 10.6 |   578 |   918 |    13.6 |    12.3
 2018-10-22 |   312 |   4563.24 |   -535.83 | 10.9 |    39 |   273 |    10.2 |    11.3
 2018-10-29 |   100 |   2987.99 |   -527.48 | 12.0 |     9 |    91 |    19.8 |    11.8
 2018-11-05 |    79 |   3580.35 |  -1438.47 | 11.0 |    39 |    40 |    13.2 |    10.8
 2018-11-12 |   100 |   4447.14 |   -246.23 | 12.0 |     7 |    93 |     1.4 |    11.3
 2018-11-19 |   123 |   4977.49 |   -710.70 | 11.4 |    19 |   104 |     7.8 |    11.9
 2018-11-26 |   277 |  12790.67 |  -4001.64 | 12.3 |    88 |   189 |     4.0 |    11.7
 2018-12-03 |   567 |  26262.05 | -20994.32 | 11.6 |   460 |   107 |     5.4 |    11.9
 2018-12-10 |   387 |  11421.56 |  -5951.79 | 12.7 |   221 |   166 |     0.9 |    11.8
 2018-12-17 |   410 |   9273.60 |  -7753.99 | 12.4 |   347 |    63 |     0.3 |    13.5
 2018-12-24 |   118 |   2964.52 |  -2907.77 | 12.4 |   114 |     4 |     0.4 |    10.6
            |  5769 | 136980.74 | -67696.01 | 11.4 |  2783 |  2986 |     9.5 |    11.8
(14 rows)

XIRR Difference on finished loans (>5 loans)
twd (BPS difference to stated IR; weighted by investment amount and duration)
m999 - difference is more than -300 BPS (bad result)
...
p300 - difference is more then +300 BPS (good result)
p_15all - share of investments where performance difference >= -15 BPS (especially for short-term loans 1 day delay can change
the result irr by few % points)
 si |   loan_originator    | m999 | m300 | m100 | m50 | x15_15 | p16 | p51 | p101 | p300 | p_15all | twd  | cnt  
----+----------------------+------+------+------+-----+--------+-----+-----+------+------+---------+------+------
  0 | Varks                |    3 |   11 |    5 |   4 |     27 |  15 |  31 |    2 |    0 |      76 |   15 | 1331
  0 | Banknote             |    1 |    1 |    0 |   0 |      2 |  20 |  51 |   20 |    4 |      98 |   67 |  681
  0 | EBV Finance          |    0 |    0 |    0 |   0 |      0 |   2 |  98 |    0 |    0 |     100 |   72 |  354
  0 | Dinero               |   13 |   14 |    8 |   3 |     13 |   5 |  22 |   20 |    1 |      62 |  -70 |  246
  0 | Mogo                 |    0 |    0 |    0 |   0 |      0 |   3 |  83 |   13 |    0 |     100 |   74 |   90
  1 | Varks                |    4 |    0 |    1 |   0 |      0 |   0 |  24 |   39 |   31 |      95 |  255 |   80
  0 | Aasa                 |    0 |    0 |    0 |   0 |      0 |   1 |  86 |   12 |    1 |     100 |   73 |   76
  1 | Kuki                 |    0 |    0 |    0 |   0 |      0 |   0 |   0 |   38 |   63 |     100 |  407 |   24
  1 | ExpressCredit Zambia |    0 |   26 |    9 |   0 |      0 |   0 |  65 |    0 |    0 |      65 |   44 |   23
  0 | IuteCredit           |    0 |    0 |    0 |   0 |      0 |   0 |  95 |    5 |    0 |     100 |   73 |   21
  1 | Dinero               |   84 |    0 |    0 |   0 |      5 |   0 |  11 |    0 |    0 |      16 | -801 |   19
  1 | Sebo                 |    0 |    0 |    0 |   0 |      0 |   0 |  92 |    8 |    0 |     100 |   89 |   13
(12 rows)

Statistiky jsou kombinace bash/postgresql.

vvvlc
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Re: Vlastni statistiky

Příspěvek od vvvlc » 17 led 2019, 21:40

Ja jedu jen XIRR z vkladu a zustatkove hodnoty.
Docela me prekvapil kurz EUR/CZK.
Zatimco v EUR mam 10%pa tak v CZK jen 5.21%
Mintos mi hlasi 12.26%
V
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