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PrivateQuant - An expert system for portfolio management in private equity. 
Effective portfolio and risk management for private equity fund investors is based on a clear conceptual picture of the required tasks and data. The expert system PrivateQuant provides the investor of private equity funds with efficient tools for portfolio planning, analysis, forecasting and steering. The investor can focus on the essentials without being distracted by technical details of tool and model implementation. By its comprehensive and easy-to-use analysis and modelling capabilities PrivateQuant provides a valueable alternative to do-it-yourself solutions. The prototype comes with a number of tools: 1. Portfolio Set-up 2. Portfolio analysis 3. Portfolio forecasting Portfolio set-up This tool is used to create portfolios from a list of funds, using past data. The portfolios can be analysed with the analysis and forecasting tools (see below). Future portfolios can be set-up as well, and the forecasting tool allows to predict their cashflows. Portfolio analysis The selected portfolio is thoroughly analysed in terms of performance, cashflows, exposure, and diversification measures. Graphs show the historical evolution of these measures. They include the interim internal rate of return (IRR), the multiple, distribution to paid-in (DPI), paid-in to commitment (PIC), residual value to paid-in (RVPI) and total value to paid-in (TVPI). Intuitive graphs provide an instant and clear overview of the portfolio diversification over segment, time and more. Also sub-portfolios and individual funds of the selected portfolio can be easily analysed and put in relationship to the overall portfolio. Portfolio forecasting Forecasting cashflows of private equity funds is notoriously very tricky as standard public market models fail. Nevertheless, our studies of historical funds reveal clear patterns of behaviour for drawdown, distribution, and reported NAV, useful for modelling. PrivateQuant's modular design allows for different models, but offers its own. PrivateQuant is a flexible quantitative tool, and the prototype can easily be modified to suit your individual needs. Our online trial version will convince you of the multiple functionalities of PrivateQuant. Please contact us under tom dot weidig at quantexperts dot com to get access to our online version or receive more detailed information on the system. |