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Innovation and Advisory

Benchmarks, Indices and Indicators

To make the best decisions about your investments you need accurate, detailed information about current investor appetite and behavior, as well as long-term market trends and performance.

Our range of tools will give you both. They’ll enable you to identify patterns, measure fund performance over time, and benchmark against the industry.

Investor Confidence Index

With the State Street Investor Confidence Index,® you can assess investor confidence or risk appetite quantitatively. The index analyzes the actual buying and selling patterns of institutional investors, assigning a precise meaning to changes in risk appetite. The greater the percentage allocation to equities, the higher risk appetite or confidence.

Click here to learn about the most recent index, check out historical data and sign up for email alerts.

GX Private Equity Index

Turn to the GX Private Equity Index for an established source of private equity performance analysis. With our index, we offer a broad range of fund coverage going back more than 30 years.

With our experience representing more than $2.4 trillion of investments and more than 2,500 funds,* we’ve designed our index based on directly-sourced limited partnership data. It provides accurate representation of private equity investment and performance in a variety of categories. So the information fits your needs — whether you’re an asset owner or asset manager.

Key features of the index include:

  • Live anonymous readings from daily cash flows
  • No survivorship bias and value weightings that reflect true industry market risk
  • End-to-end internal rate of returns over multiple time periods
  • A suite of metrics to generate deep analysis of the private equity landscape                                              

*As of March 31, 2016

Liquid Private Equity Investable Index

This Investable Index is a solution that helps you identify sector exposures of private equity managers and express them in liquid, public markets. Developed from research from State Street Associates® and our GX Private Equity Index, it’s part of our broader Investable Indices business. Our focus is to help asset managers and owners develop, validate and license rules-based investment strategies.

The benefit? A liquid alternative for investors who can’t immediately deploy capital into true private equity investments. Asset owners gain interim exposure to private equity-like returns on committed but uncalled capital. Asset managers gain access to an alternative private equity asset allocation — without the traditional illiquidity, non-transparency, layered fees and large minimum investments

Performance Comparison

With our performance comparison services, you have meaningful, detailed comparisons to the appropriate peer sets for your total plan, investment pools and managers — at fund and asset-class level.

Custom universes can be created based on a wide range of fund characteristics and measures, like sponsor or plan type, investment mandate, style, fund size, asset allocation — or many other portfolio statistics we calculate.

With these services, you can:

  • Benchmark your funds’ performance results over various time periods, to evaluate relative performance in different market conditions
  • Chart risk/return characteristics to highlight your funds’ level of assumed risk, for return versus peer funds
  • Evaluate your investments against almost any peer group you choose, across any characteristic and for any time horizon