100k data points
The infraMetrics fund strategy analyser allows benchmarking the gross and net performance of unlisted infrastructure funds using robust IRR and multiple quartiles that are not biased or skewed by the limitation of manager contributed data. With this tool, thousands of observations of the typical performance of infrastructure funds in hundreds of segments, dozens of geographies and 20 years of vintages are available and updated quarterly with no lag.
Data updated monthly on the 10th working day of each month.
The infraMetrics® Infrastructure Fund Benchmarks
80% of investors in infrastructure are exposed via private funds. For them, estimating fund and manager quartiles is at the heart of the investment decision process.
But contributed performance data is sparse and often includes only a handful of datapoints per vintage or style. Using small samples to describe the quartiles of infrastructure funds return distribution leads to large estimation errors.
The confidence intervals of contributed IRR or multiples quartiles are often so large that fund quartile rankings based on contributed data can be considered a lottery.Thanks to the market valuations and distributions of hundreds of individual infrastructure equity investments in 25 countries the infraMetrics® fund benchmarks provides unbiased, robust and consistent quartile estimates of the performance of unlisted infrastructure investment funds.
Using the same asset prices that are included in the infra300® index and other ESMA-regluated market indices, we produces the metrics that would be reported if thousands of funds existed in the market and faithfully reported their performance data in each segment and each vintage, every quarter.
|Performance||IRR (net, gross)||By quartile and vintage||Quarterly||Table|
|TVPI (net, gross)||By quartile and vintage||Quarterly||Table|
|RVPI (net, gross)||By quartile and vintage||Quarterly||Table|
|DPI (net, gross)||By quartile and vintage||Quarterly||Table|
|Dist / Nav(t-1)|
|Alpha analysis||infra300 alpha||By quartile and vintage||Quarterly||Table|
|PMEs (direct alpha, KS)||By quartile and vintage||Quarterly||Table|
|Costs||Fee drag||By quartile and vintage||Quarterly||Table|
GPs, LPs and consultants trust infraMetrics fund benchmarks