In this episode of RPM, Qi Liu from our data, science and engineering team discusses one of our newest tools – the daily valuation engine (DVE). Typically, private market investors must wait anywhere from two to four months after quarter end to see how the value of their portfolios has changed; DVE, as the name implies, allows them to make this estimate well before general partners report. Among other things, we discuss:

  • How DVE’s accuracy compares with alternative approaches (3:40);
  • The mathematical principles (8:06) and key data inputs (12:14) that the model relies on; and
  • Some of the ways in which investors might use DVE, from annual reporting to allocation planning (16:57)

 

Read the transcript here.

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With DVE, LPs can assess portfolios well before GPs report