Private equity multiples: TVPI/MOIC, DPI, RVPI and unfunded commitment
One command in the UHNW pack, available in the CLI, as an MCP tool and as a JavaScript import: uhnw pe-metrics.
What it needs, and why
Every input is checked before anything is calculated. commitment is required; the rest refine the answer.
| Input | Required | The question it asks | Why it matters |
|---|---|---|---|
commitment | yes | What is the commitment, called capital, distributions to date and current NAV? | Each multiple is a ratio of these. |
Requests it answers
- “how is this fund performing”
- “what is the TVPI”
- “private equity multiples”
An agent with this pack loaded picks the command from phrasing like that, asks for whatever input is missing, and reports the figures with the method that produced them.
Run it
node bin/wealth-skills.js uhnw pe-metrics --commitment 5000000 --called 3000000 --distributions 1200000 --nav 3200000Limits it inherits from wealth-uhnw
- The engine does not price options. Whether a collar is zero-cost is unknown (
null) until you supply live put and call premiums. - Every collar needs tax counsel review for constructive-sale treatment under IRC §1259. No rule defines a safe band; spreads under roughly 15–20% of the share price are a common practitioner warning sign and are flagged as
narrowBand.
The full pack, its other 2 commands and what it deliberately leaves alone are on the UHNW page.