PE LIQUIDITY INDEX

XTAL Private Equity Liquidity Cost Index

The XTAL Private Equity Liquidity Cost Index measures the daily change of the premium or discount of a select group of Listed Private Equity Trusts and Companies and aims at inferring the cost of the liquidity of a diversified buyout private equity portfolio. The index algorithms’ inputs include the Book value of the Index constituents and their corresponding market prices. The index is published in price terms and is independent from any currency denomination. A positive index percentage change represents the decrease in the liquidity cost to sell a diversified portfolio of Buyout PE funds, given the NAVs of the underlying funds, available at the date of measurement.



INDEX DATA

Name
Ticker
Daily change
Price (August 10, 2020)
Volatility (22-day Roll-window Annualised)


 

XTAL Private Equity Liquidity Cost Index
XTPELCXP
+1.37%
84.55
12.01%

XTAL Private Market Benchmarks.

Anticipate illiquidity shallows. Steer clear of risks.