The cumulative drawdown amount or the aggregate amount of committed capital actually transferred to a fund or property.

If an asset is acquired on a date other than the first day of a quarter, or sold on a date other than the last, the resulting measurement is said to be a "partial period" ...

Analysis of the performance of an investment against its benchmark. It quantifies and explains the returns of a portfolio when compared to its appropriate benchmark. It facilitates ...

See Cumulative Distribution to paid-in capital (DPI)

A measure of how much a return is unrealized. As the fund matures, the residual multiple will increase to a peak and then decrease as the fund eventually liquidates to a residual f ...

The remaining equity in a fund or property.

See residual multiple

Financial benefits flowing from an investment, typically expressed as an annual percentage of the amount invested.

The geometric average of the holding period yields to an investment portfolio (Investment Analysis and Portfolio Management, Seventh Edition (2003)). TWRs are commonly used in the ...

A fund level TWR (also referred to as account or portfolio level) is the aggregation of all of the investments made by the entity and the amounts earned or incurred which relate to ...