1.5 Index Data

We take a bottom-up approach to estimate the current market price of the equity of hundreds of individual private infrastructure companies at the end of each month. Our approach relies on state-of-the-art, AI-driven asset pricing modelling that is calibrated using the latest observable market prices. Our model-based estimates provide the best available price proxy for private infrastructure investments. The constituents of the infraMetrics index universe are selected to be a representative setof a wider universe of investable private infrastructure firms (approximately 9.1k companies in 27 countries):

infraMetrics equity market indices are designed to capture the price dynamics of the private infrastructure market without lag compared to liquid asset classes. Our three official market indices registered with ESMA.

infraMetrics® indices and benchmarks include more than 80 metrics and analytics corresponding to more than 10M available datapoints over a period of ten years (as of early 2024).

List of analytics

A number of analytics are produced along with the index to provide users with a more in-depth view of the index concentration in different segments of the market. The analytics also provide a full understanding of the risk-return profile of the index and the underlying drivers.

_{Index Performance (cumul. %)}

_{Turnover Ratio}

_{Total Returns Cumulative}

_{Total Returns Annualised}

_{Return Volatility}

_{YoY Total Returns}

_{Price Returns}

_{Capital Returns}

_{Income Returns}

_{Sharpe Ratio - modified}

_{Max Drawdown}

_{VaR Cornish Fisher 99.5%}