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What are common use cases for the Market Indices?

Answer

Our clients utilise our Indices across Equity and Debt for a variety of use cases, the most common among them being:

  • Benchmarking: Market Indices are used to compare investment performance with a market that is representative of an infrastructure investment strategy/style, and to assess the risk-adjusted performance of a portfolio/fund. infraMetrics® indices can be customised to create a benchmark that combines or excludes certain segments, type of assets or geographies.
  • Performance Attribution: Market Indices include data required to better understand drivers of index performance at the TICCS® segment and sub-segment level or as a function of various risk factors.
  • Risk Reporting: the Market Indices have monthly frequencies and can be used to produce risk measures required by regulatory authorities such as Solvency II Value-at-Risk reporting, or Packaged & Retail Investment and Insurance-based Products (PRIIPs) risk reporting.
  • Strategic Asset Allocation: the Market Indices provide monthly mark-to-market data spanning 23 years. Using mark-to-market data is a regulatory requirement when measuring risk and correlation, and enables optimal allocation to unlisted infrastructure.
  • Portfolio Construction: Market Indices can be used to inform the portfolio construction process and determine the return contributions of the existing portfolio using TICCS® segmentation.

Things to consider

To enquire about other use cases you might have in mind, feel free to contact info@scientificinfra.com

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