Private Assets

Private assets can be modelled in MantaRisk by using a proxy instrument and the PUT /history endpoint. For example, a US property can be modelled as:

{
    "instrument": {
        "instrument_code": "YourUniqueCode",
        "asset_class": "MMR",
        "currency": "USD",
        "name": "MyHouse"
    },
    "proxy": {
        "isin": "US9229085538",
        "currency": "USD",
        "rebased": true
    }
}

Here we proxy the US property with the Vanguard Real Estate Index Fund ETF, which will then be used in our analytics calculations.

Note the rebased flag. A private asset and its listed proxy are rarely on the same price scale — a house is worth a different amount from one share of an ETF. With rebased set to true, the proxy's price series is scaled so it passes through the position's entry level on its entry date, then tracks the proxy's relative movements from there. This keeps valuations and profit / loss consistent with what you actually paid. See Loading Your Own Instruments for the full behaviour.