qis.compute_net_navs_ex_perf_man_fees

qis.compute_net_navs_ex_perf_man_fees(navs, man_fee=0.01, perf_fee=0.2, perf_fee_frequency='YE')

Compute net NAVs after management and performance fees.

Parameters:

• navs (Series | DataFrame) – Gross NAV time series

• man_fee (float) – Annual management fee

• perf_fee (float) – Performance fee rate on profits above HWM

• perf_fee_frequency (str) – Performance fee crystallization frequency

Returns:

Net NAV time series after fees

Return type:

Series | DataFrame