According to a press release, the index is based on the latest quarterly statistics from State Street Investment Analytics’ Private Edge Group, and provides detailed analyses of private equity investments for a diverse client base covering public and private pensions, endowments and foundations, representing more than 4,000 commitments totaling more than $160 billion.
The following tables below depict the quarter-over-quarter internal rates of return (IRR) of the index, the end-to-end IRRs for the index across 1, 3, 5 and 10-year horizons as of December 31, 2007, and the long-term internal rates of return (IRR) of the index by major private equity strategy, in addition to the composition of the index:
class=”bwcellparagraphmargin” align=”center”> State Street Private Equity Indexsm
class=”bwcellparagraphmargin” align=”center”> Composition and long-term IRR as of December 31, 2007
|Strategy||Number of Funds||Commitments ($B)||Long-term IRR%|