Private
Equities
Market
Indices
Private Equities represent a very large market of several dozen trillion dollars (USD65T of market capitalisation tracked in privateMetrics as of YE24). In comparison private equity funds' AUM represent a fraction of this market (c.USD5T). Tracking the private equities market that is at the source of private equity equity fund returns is essential to understand and compare the performance of private asset managers. It is ket to both fund selection by LPs and showing the alpha creation potential of the best GPs.
PrivateMetrics is a suite of private equities indices that is both robust and granular and allows benchmarking almost any private equity fund strategy or product. privateMetrics benchmarks can also be customised to reflect specific and dynamic exposures to any of the PECCS® taxonomy segments and risk factors like size, leverage, profits, etc.
using privateMetrics indices
for investment selection and performance monitoringInvestors relying solely on IRR/TVPI and fund cash flows can use privateMetrics market indices to compute a private market equivalent (PtME) by benchmarking fund returns against a representative, market-based index for the fund’s strategy
Download complete use case files including a working spreadsheet showcasing the use of privateMetrics in fund selection and alpha tracking.
Download the Use Case Files
Investors using time-weighted returns for private equity can benchmark portfolio performance, assess risk, correlations, and return contributions, and evaluate manager outperformance just like in public markets using representative market indices of the performance of private equities at the asset level.
- Download complete use case files including a step-by-step description of the methodology and data, and a working spreadsheet showcasing the use of privateMetrics in benchmarking.Download the Use Case Files
FOR STRATEGY AND RISK MANAGEMENT
Investors needing capital market assumptions or expected returns, risk and correlation measures for portfolio allocation research and analysis can use privateMetrics indices to represent the private equity asset class. With no serial correlation in the return, there is not need to artificially un-smooth privateMetrics data.
Download complete use case of capital market assumptions and strategic asset allocation.
Download the Use Case Files
Because appraisal-based NAVs understate risk and distort risk-return profiles, investors should use privateMetrics market indices, which are based on calibrated valuations and provide realistic volatility for computing robust metrics like VaR, Max Drawdown, and Sharpe ratios.
Download complete use case files showcasing the use of privateMetrics in risk reporting.
Download the Use Case Files
privateMetrics® Index Catalog
More than 1300 Indices| wdt_ID | wdt_created_by | wdt_created_at | wdt_last_edited_by | wdt_last_edited_at | Index Ticker | Index Family Name | Geography | Currency |
|---|---|---|---|---|---|---|---|---|
| 6864 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PE2KBBBB | private2000, EW USD | Global | USD |
| 6865 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PE2KBBBC | private2000, EW EUR | Global | EUR |
| 6866 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PE2KBBBD | private2000, EW GBP | Global | GBP |
| 6867 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PE2KBBBF | private2000, EW LCL | Global | LCU |
| 6868 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PE2KBBBK | private2000, VW USD | Global | USD |
| 6869 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PE2KBBBL | private2000, VW EUR | Global | EUR |
| 6870 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PE2KBBBM | private2000, VW GBP | Global | GBP |
| 6871 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PE2KBBBN | private2000, VW LCL | Global | LCU |
| 6872 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEUSBBBS | privateUS, EW USD | United States | USD |
| 6873 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEUSBBBT | privateUS, EW EUR | United States | EUR |
| 6874 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEUSBBBV | privateUS, EW GBP | United States | GBP |
| 6875 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEUSBBBW | privateUS, EW LCL | United States | LCU |
| 6876 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEUSBBCB | privateUS, VW USD | United States | USD |
| 6877 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEUSBBCC | privateUS, VW EUR | United States | EUR |
| 6878 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEUSBBCD | privateUS, VW GBP | United States | GBP |
| 6879 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEUSBBCF | privateUS, VW LCL | United States | LCU |
| 6880 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEEUBBCK | privateEurope, EW USD | Europe | USD |
| 6881 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEEUBBCL | privateEurope, EW EUR | Europe | EUR |
| 6882 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEEUBBCM | privateEurope, EW GBP | Europe | GBP |
| 6883 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEEUBBCN | privateEurope, EW LCL | Europe | LCU |
| 6884 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEEUBBCS | privateEurope, VW USD | Europe | USD |
| 6885 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEEUBBCT | privateEurope, VW EUR | Europe | EUR |
| 6886 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEEUBBCV | privateEurope, VW GBP | Europe | GBP |
| 6887 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEEUBBCW | privateEurope, VW LCL | Europe | LCU |
| 6888 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEAPBBDB | privateAPAC, EW USD | Asia Pacific | USD |
| 6889 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEAPBBDC | privateAPAC, EW EUR | Asia Pacific | EUR |
| 6890 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEAPBBDD | privateAPAC, EW GBP | Asia Pacific | GBP |
| 6891 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEAPBBDF | privateAPAC, EW LCL | Asia Pacific | LCU |
| 6892 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEAPBBDK | privateAPAC, VW USD | Asia Pacific | USD |
| 6893 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEAPBBDL | privateAPAC, VW EUR | Asia Pacific | EUR |
| 6894 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEAPBBDM | privateAPAC, VW GBP | Asia Pacific | GBP |
| 6895 | fblancbrude | 18/11/2025 09:35 AM | fblancbrude | 18/11/2025 09:35 AM | PEAPBBDN | privateAPAC, VW LCL | Asia Pacific | LCU |
PECCS Indices & benchmarks
Customisable by geography, activty, revenue and customer models, lifecycle and value chain.The PECCS indices are a specialized suite within the privateMetrics framework, designed to reflect the nuanced performance of private markets across various segments. These indices leverage the PECCS classification system, which segments private companies by industry, lifecycle phase, revenue model, and geographical location, allowing for a detailed and custom-tailored analysis.
By offering a combination of up to multiple PECCS classes from a database of over a million companies, the indices provide investors with precise, customizable benchmarks tailored to specific investment strategies or portfolio needs, encompassing a broad spectrum of private market dynamics across 130+ countries.
