The same techniques that we use for understanding venture capital are also useful for measuring the true risk and return of other limited partner-type investments.
- Distressed Debt
- Oil and Gas
- Real Estate
- International Private Equity
- Hedge Funds
For all of the above asset classes, values reported each quarter are a mix of current and stale values. Mixing current and stale prices smooths reported returns. Our econometric tools essentially un-smooth the reported returns, and recover the risk metrics (beta, alpha, sigma) particular to the investments to give you a more accurate picture of how these assets fit into your broader portfolio.
We can do the analysis for you and deliver a report, or we can teach you how to do it yourself. Our tools can also compare your portfolio’s performance relative to public markets to that of all venture capital, in the form of the Dow Jones Index of Venture Capital, for any span of time, to gain a deeper understanding of how these markets relate to one another.