privateMetrics® Indices (USD)

privateMetrics indices represent the performance of private companies. The private2000 and private3000 indices include the top 2,000 and the subsequent 3,000 constituents by size and represent c.20% of the private market capitalisation in 30 countries.* The privateUS and privateEurope indices include constituents from each geography in the constituent universe of 5000 private companies. Indices are equally weighted.

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CUMULATIVE INDEX PERFORMANCE – GROSS RETURNS (USD) 

Annual Performance (%)

INDEX PERFORMANCE – GROSS RETURNS (%) (FEB 2024)

FUNDAMENTALS (FEB 2024)

Index

Annualized std dev

Sharpe ratio

max drawdown

Since inception annualised median turnover. Sharpe Ratio based on monthly gross returns data, NY FED Overnight SOFR from Sep 1, 2021 & on ICE LIBOR 1M prior to that date.

*Countries included are Australia, Belgium, Canada, China, Czech Republic, Denmark, Finland, France, Germany, Hong Kong, India, Ireland, Israel, Italy, Japan, Malaysia, Netherlands, New Zealand, Norway, Poland, Saudi Arabia, Singapore, South Korea, Spain, Sweden, Switzerland, Taiwan, Thailand, UK, and US. The Scientific Infra & Private Assets World PE Index was launched on Mar 31, 2024. Data prior to the launch date is back-tested (i.e. calculations of how the index might have performed over that time period had the index existed). Past performance is no indication or guarantee of future performance.

Top 10 INDEX CONSTITUENTS

private2000

privateUS

privateEurope

INDEX CHARACTERISTICS

Market CapitaliSation (MUSD)

Number of COnstituents

KEY FACTOR EXPOSURES

Absolute factor exposures relative to the privateMetrics universe

WHAT FACTORS MEAN

PROFITABILITY

Firms that have higher profits have a higher market value   

MATURITY

Firms that are mature exhibit less growth potential and trade a at a lower price

LEVERAGE

Firms that can borrow more have a lower cost of capital and a higher value.

GROWTH

Firms with higher revenue growth trade at a higher price.   

SIZE

Larger, more illiquid firms trade at a lower price

privateMetrics Index universe

PECCS classifies private companies across 5 objective and independent pillars. The classes in each pillar are exhaustive and mutually exclusive. Please refer to the complete description of the PECCS classification scheme here. Private companies eligible for inclusion in the private5000 index are drawn from the privateMetrics universe of over 1.3 million companies and are selected based on their computed market capitalization and country-activity weights based on the contribution of the country-sector to global private sector activity.

Check out the PECCS® Taxonomy

GEOGRAPHY WEIGHTS

Countries

PECCS® WEIGHTS

Activity Pillar
PECCS® WEIGHTS
Value Chain Pillar

PECCS® WEIGHTS

Lifecycle Pillar

PECCS® WEIGHTS

Customer Model Pillar
PECCS® WEIGHTS
Revenue Model Pillar