As mentioned by PEI in the latest article on LPs higher expectations of their fund managers, by using CEPRES data certified analysis, GPs could find there may be more efficient use of capital in other asset classes, aside buyout.
To get your own analysis contact us.
DealForge analysis of 112 automotive-component investments, including 18 tire and rubber deals, reveals a 23.73% versus 0.41% median gross IRR split — while 85% of net equity value creation came from revenue growth and margin expansion.
U.S. private credit defaults hit a record 6.0%, distressed PIK deferrals reached 6.4% of private debt volume, and 2021–2022 vintages are exposing sharp gaps in default, loss, and recovery rates. Based on CEPRES data across 1,230+ private debt funds, this report shows where stress is concentrated by vintage, geography, sector, and fund structure — helping institutional investors sharpen manager selection, pressure-test allocations, and identify risk before it is hidden in headline performance.
LPs cannot afford to rely on outdated assumptions.
Pricing has shifted. Leverage risk is rising. Returns are under pressure. In today’s volatile market, understanding where private markets have been repriced is critical to manager selection, underwriting, and portfolio risk.
Based on 172,000+ private market deals, this whitepaper reveals how valuations, leverage, and returns have changed — including deeper analysis of North American buyouts and Software.
Download the whitepaper to see where risk is building before it shows up in your portfolio.
DealForge analysis of 112 automotive-component investments, including 18 tire and rubber deals, reveals a 23.73% versus 0.41% median gross IRR split — while 85% of net equity value creation came from revenue growth and margin expansion.
U.S. private credit defaults hit a record 6.0%, distressed PIK deferrals reached 6.4% of private debt volume, and 2021–2022 vintages are exposing sharp gaps in default, loss, and recovery rates. Based on CEPRES data across 1,230+ private debt funds, this report shows where stress is concentrated by vintage, geography, sector, and fund structure — helping institutional investors sharpen manager selection, pressure-test allocations, and identify risk before it is hidden in headline performance.
LPs cannot afford to rely on outdated assumptions.
Pricing has shifted. Leverage risk is rising. Returns are under pressure. In today’s volatile market, understanding where private markets have been repriced is critical to manager selection, underwriting, and portfolio risk.
Based on 172,000+ private market deals, this whitepaper reveals how valuations, leverage, and returns have changed — including deeper analysis of North American buyouts and Software.
Download the whitepaper to see where risk is building before it shows up in your portfolio.
