Sand Hill Econometrics | Indexing Private Equity

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Indexing Private Equity

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More Than Venture

Applications

Measuring Risk and Performance Accurately

The Sand Hill Index of Venture is far more powerful than any other available tool for quantitative analysis of venture holdings. Because we compile data at the company and round level, we can produce custom indices, offering you a new level of risk and performance evaluation.

Some Scenarios
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Limited Partners

As an analog for the venture community to commonly used public market benchmarks like the S&P 500 or DJ Wilshire 5000, the Sand Hill Index of Venture exhibits the same characteristics as those indices and can be used for the same purposes. Our tools can provide investors with betas, alphas, sigmas and correlation with the benchmark.

Learn more about the Sand Hill Index of Venture
or work interactively with our web tools soon!

General Partners

We can replace anecdotal assumptions with analysis. Because our database of venture capital captures nearly 100% of the venture universe and is based on company-level data, we have the ability to study performance across geographic regions, industry sectors, vintage years and by stage.

Learn more about our Custom Projects
and how our analytics and research may benefit your firm.

Banking Firms and Regulators

Using our volatility forecasts and our ability to model correlations that include private equity asset classes, we can help you determine appropriate capital allocation for your private equity portfolio or help you compute total balance sheet risk.

Learn more about the Risk Management Package

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More Than Venture

Portfolio Management Applications

Asset Allocation
Performance Benchmarking
Risk Management
Asset class research

General Alternative Asset Applications

Sand Hill Econometrics' benchmarks and tools make these sought-after measures available for your alternative assets.

Beta: a measure of how much the portfolio moves when the market moves

Alpha: a measure of the return earned over and above what it should have earned (taking into consideration market movement and measured stock risk.)

Sigma: a measure of your portfolio's total risk—both diversifiable (idiosyncratic) risk plus undiversifiable (market) risk.

Correlation with the benchmark: a measure of how closely your portfolio is related to the benchmark

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Illustrations are from historic stock certificates.

Data is the plural of anecdote