Joost Meerwijk, CFA CIPM, senior consultant Ortec Finance Investment Performance, spoke at CIBR Conferences’ 9th annual iPARM 2021.
Joost Meerwijk addressed amongst others these topics during his performance evaluation of private assets session:
- Measuring performance of private assets in isolation
- Benchmarking private assets
- How to quantify ex-post alpha?
- Mixing private and public assets in a fund-level strategic asset mix.
Many people see challenges in performance evaluation of private assets, like:
- (Timing of) Cash flows are not at the discretion of the asset owner
- How to quantify ex-post alpha
- Valuation of assets may be infrequent, inaccurate and/or late.
Joost discussed methodologies and ways to overcome these assumed challenges. Amongst others he introduced ‘Implementation mix’ as a bridge between the portfolio and the strategic mix.
At the end of the session interesting questions from the audience were addressed, like:
- “Do you see clients recalculating IRRs once the final valuations have been received?”
- “Do you foresee a reduced illiquidity premium for private assets due to their popularity?”
- “What could be the added value of peer group analysis in performance attribution?”
Want to read more or see the recording?
Download Joost’ presentation and/or see the recording of his session including the Q&A.
27 March 2023
Market update: A new banking crisis?
Recently financial markets have been rocked by concerns regarding the banking sector, reminiscent of the build-up to the financial crisis of 2008. An update.
21 March 2023
Ortec Finance’s Client Conference in-person is back
May 10 & 11 Ortec Finance’s clients gather in Amsterdam for an in-person Client Conference. The event takes place in the iconic Eye Film Museum.
14 March 2023
ClimateALIGN and ClimateMAPS recognized in UNEP FI’s latest report
Read about ClimateALIGN & ClimateMAPS in UNEP FI’s 2023 Climate Risk Landscape Report
01 March 2023
Future proofing your performance attribution with the newly launched PEARL 9
Ortec Finance is launching PEARL 9, our new and improved ‘best of breed’ performance measurement & attribution platform.
28 February 2023
Ortec Finance recognized at Insurance Asset Risk Awards
We are delighted to announce that our ClimateMAPS solution has been awarded ‘Portfolio climate risk solution of the year’ by Insurance Asset Risk for the UK and European region.
24 February 2023
WEBINAR RECORDING: Portfolio net-zero alignment with ClimateALIGN
Find out how you can achieve portfolio net-zero alignment with an independent and comprehensive Implied Temperature Rise (ITR) metric
23 January 2023
Missed our Q4 2022 Scenario Webinar? Access it here
If you missed the Quarterly Scenario Webinar, you can access the presentation, the recording, and the Q4 Economic Outlook here.
17 January 2023
Portfolio net-zero alignment in a nutshell
Learn how the Implied Temperature Rise (ITR) metric can be the most reliable and comprehensive portfolio net-zero alignment metric
06 January 2023
“Practical Guideline for Funding/Solvency Ratio Attribution” wins Dietz award
Maarten Niederer won the Dietz award for its “Practical Guideline for Funding/Solvency Ratio Attribution” article in the Journal of Performance Measurement.
Cookies help us improve your website experience.