Global Broad Market Unlisted Infrastructure Equity Index

Global Unlisted Infrastructure Equity Risk-Adjusted Performance (USD, 2019Q2)

latest quarterly latest annualised 1-year 3-year 5-year 10-year Inception
Tot. Returns 1.53% 6.26% 7.08% 11.97% 10.17% 13.89% 14.09%
Risk 7.13% 14.25% 14.35% 14.58% 14.97% 16.96% 16.75%
Sharpe ratio 0.13 0.27 0.32 0.7 0.6 0.77 0.73

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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 (LCL, 2019Q2)

latest quarterly latest annualised 1-year 3-year 5-year 10-year Inception
Tot Returns 1.41% 5.75% 4.52% 4.43% 5.29% 6.34% 6.81%
Risk 1.21% 2.42% 2.46% 2.63% 2.73% 3.81% 4.03%
Sharpe ratio 0.767 1.556 1.357 1.257 1.473 1.218 0.895

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

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An asset class is born

The next generation of EDHECinfra indices is ready. They are computed quarterly, use meticulously curated private data for hundreds of companies in the 25 most active markets in the world, and cutting-edge fair value asset pricing methods. A key element in this project was the definition of the universe. Infrastructure may not be easily defined but infrastructure investment has to be.  When we started working on this topic at EDHEC we decided to focus more on what “infrastructure investment is like” i.e. what drives risk and less on what “infrastructure does” (move people or electricity from A to B, etc). This is because at the heart of any financial investment decision lies the trade-off between risk and future value. Even…

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

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