Risk Management & Portfolio Monitoring

Risk Management and Portfolio Monitoring

To manage our portfolio risk efficiently and strategically, we have created our own proprietary risk management system. This system is powered by market-leading technology on-boarding private equity data we obtained through our extensive network of various participants within South Africa’s private equity sector.

For both internal and external reporting, we have designed custom views from which we can analyse our exposures and performance attributions right down to one of the nearly 60 portfolio companies we have exposure to.

Our reporting covers many categories, including:

  • Performance tracking and attribution (times money back “TMB”)
  • Diversification analysis (vintage, strategy, sector, size and control status)
  • Calculation of risk-return metrics (value bridges building up to internal rate of return)
  • Top-down and bottom-up analysis of fund positions (across multiple categories)
  • Exposure analysis and history