Strategic Asset Allocation

This infraMetrics use case shows how to build robust and up-to-date CMAs for private infrastructure and private equity asset classes. It also shows how to obtain forward-looking expected return, historical returns and volatility that reflect the latest price of risk for private infrastructure equity, private infrastructure debt investments as well as private equity markets, reflecting a reliable measure of correlation with other asset classes such as public equities, bonds and commodities. The data is updated monthly and calibrated to reflect the latest average level of prices observed in private infrastructure and private equity markets.

A comprehensive use case including a memo and worked example in Excel.