METHOD AND SYSTEM FOR MODELING AND BENCHMARKING PRIVATE EQUITY AND APPLICATIONS OF SAME

Methods and systems are presented which permit more accurate analysis of the performance of private equity assets relative to the performance of a public index and also permit the simulation of private equity asset behavior during time periods for which reliable data for actual private equity performance is not available. The methods systems permit more accurate evaluation of a private equity asset relative to a benchmark, performance comparison of multiple private equity assets, the generation of scaled private equity data for use during simulation or other analysis under market conditions for which reliable private equity performance data is not available, risk analysis, rating and risk monitoring of private equity assets or structured products that invest in private equity assets, and as part of a private equity asset management and portfolio allocation tool.