Measuring Alternative Investment Performance

The Choice Between On-Time vs. Actual Valuations

March 2016

More and more, investors are increasing their allocation to alternative investments.

And they’re doing it at a rapid pace. In fact, over the past 10 years, investments in alternative assets have almost tripled in master trust accounts with more than $1 billion in assets.*

With this come requirements for more visibility into performance. That’s why performance measurement, the final step in the investment process, is a critical consideration for investors. One challenge investors are running into is the lag in valuations, typically received one to three months after the reporting period. Institutional investors must be aware of this lag, and choose the reporting option that helps them make the most informed investment decisions.


*Q4 2014 Wilshire Trust Universe Comparison Service® (Wilshire TUCS®) Master Trust >$1 Bil Composite Index