Global Broad Market Unlisted Infrastructure Equity Index

Global Unlisted Infrastructure Equity Risk-Adjusted Performance (2019Q1)

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A Modern Approach to Asset Pricing for Unlisted Assets

EDHECinfra has developed a Modern Asset Pricing Methodology to derive produces fair value estimates for equity and senior debt instruments in each infrastructure firm in its Sampled Universe. Given enough data, this form of `hedonic factor pricing’ addresses the biases of observable transaction data and of the uniqueness of each transaction, and focuses on deriving average valuations driven by the price of systematic risk factors that can be extracted from actual transactions i.e. in line with IFRS-13 guidelines.

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Global Broad Market Private Infrastructure Debt Index

Global Private Infrastructure Debt Risk-Adjusted Performance (2019Q1)

Latest quarter Latest annualised 1-Year 3-Year 5-Year 10-Year Inception
Tot Returns 1.05% 4.25% 3.45% 4.20% 5.28% 7.20% 6.94%
Risk 0.99% 1.99% 1.99% 2.17% 2.53% 4.28% 4.42%
Sharpe ratio 0.802 1.623 1.219 1.484 1.633 1.304 0.881

To access 20 years of index data, analytics and constituent-level data register on indices.edhecinfra.com

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Infra performance benchmarks wanting

This blog was first public on top1000funds.com The EDHECinfra/G20 survey of infrastructure benchmarking practices, which included representatives of 130 asset owners accounting for $10 trillion, has found that existing performance monitoring benchmarks are self-defeating for asset owners and managers. But improvement, in the form of a more representative, better defined benchmarks, may be possible thanks to recent progress. This is the second in a three-part series examining the results of the survey. Infrastructure investment requires customised performance benchmarking Performance-monitoring benchmarks differ from the asset-allocation benchmarks insofar as they should represent actual investment choices made when implementing a fund’s investment policy. In the case of infrastructure, the difference between policy and performance-monitoring benchmarks is all the more significant in that the ability to implement…

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EDHECinfra is a provider of research and indices on unlisted infrastructure investments.  

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