We’re happy to report that the technology roadmap we set In January is ahead of schedule. With nearly all our clients on a unified database, we have been able to advance our platform much faster than anticipated.
Read MoreIn this research brief we explore the pitfalls in measuring diversification in private capital. To this end we examine two very different methodologies - temporal diversification and cross-sectional diversification - and discuss the shortcomings of each.
Read MoreIn October, Burgiss released a number of Research Reports to clients.
Read MoreIn May, we released the Private i Platform Excel Add-In to a stalwart group of early adopters ready to check it out and prove it ready for prime-time.
Read MoreIn December 2018, Burgiss data classifications will be updated as scheduled to reflect the following taxonomy changes…
Read MoreIf you were to take over the management of a private capital portfolio at a large pension fund and were tasked with maintaining a valuation of about $1B, how would you approach it? At what rate should you commit capital to best achieve this goal? It turns out that this question can be formulated in a number of different ways, each leading to an algorithm that dictates the pace at which commitments should be made…
Read MoreAd hoc reporting is great for one-time tasks, but many organization’s reporting needs run on a schedule. On September 22, we will introduce two key new capabilities that help streamline reporting: Saved Reports and Job Scheduling.
Read MoreIn this research brief, we compared fund ranks produced by these various performance measures:
Internal Rate of Return (IRR)
Total Value To Paid-In (TVPI)
Kaplan Schoar Public Market Equivalent (KS-PME)
Direct Alpha (DA)
Time-Weighted Rate of Return (TWRR)
In this brief we focus on the effect of two crises — the dot-com crash and the global financial crisis (GFC) — on private capital cash flows, disentangling these effects from those arising from returns.
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