In AZASRS/AZASRS: ASRS Database R API

library(AZASRS)
library(tidyverse)

Find the latest NAV by any grouping

Highlighting the importance of get_pm_nav_daily() when looking for the latest NAV value

All NAV data since the beginning of time

nav = get_pm_nav_daily()
nav

Filter only most recently reported NAV date

(removing all 0 NAV funds) Not Cash Adjusted -- will only find reported values

At the fund level

latest_fund_nav = nav %>%
  filter(nav != 0) %>%
  group_by(pm_fund_id) %>%
  filter(effective_date == max(effective_date)) %>%
  ungroup()
latest_fund_nav

At the portfolio level

latest_portfolio_nav = nav %>%
  filter(nav != 0) %>%
  group_by(pm_fund_portfolio) %>%
  filter(effective_date == max(effective_date)) %>%
  summarize(effective_date =  max(effective_date), NAV = sum(nav)) %>%
  ungroup()
latest_portfolio_nav

At the category levels, also show portfolio

latest_category_nav = nav %>%
  filter(nav != 0) %>%
  group_by(pm_fund_portfolio, pm_fund_category_description) %>%
  filter(effective_date == max(effective_date)) %>%
  summarize(effective_date =  max(effective_date), NAV = sum(nav)) %>%
  ungroup()
latest_category_nav

Finding NAV based off of specific date

Utilizing effective_date of 2019-12-31

At the portfolio level

latest_portfolio_nav = nav %>%
  filter(nav != 0) %>%
  group_by(pm_fund_portfolio) %>%
  filter(effective_date == '2019-12-31') %>%
  summarize(effective_date =  max(effective_date), NAV = sum(nav)) %>%
  ungroup()
latest_portfolio_nav