Predictive Portfolio Simulation and Tracking Software

Forecast your portfolio to minimize risk and remove uncertainty

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See around corners

CEPRES Predictive Intelligence is an intelligent AI-based portfolio simulation and tracking solution that incorporates the future developments of single funds based on a unique forecasting technology for illiquid asset classes. CEPRES Predictive Intelligence enables investors and risk managers to measure future uncertainties and optimize their asset allocations for any market condition. With just one click, run true Monte Carlo Simulations that create 100,000 scenarios based on more than 107,000 cashflows, P&Ls and operating company metrics from PE-backed companies.

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Scenario plan

Conduct macro-shock and liquidity stress tests to test your portfolio strategy and react to market conditions based on real fund developments and empirical market trends. Answer strategic questions, such as “How would my future investments react to a rise in interest rates? What happens if there is another worldwide pandemic?” And thousands more.

Minimize risk

Derive concrete probability distributions for every investment by forecasting cash flows, IRR/TVPI returns, NAVs, and more. Generate cash flow, return and valuation projections for portfolios of funds or direct deals to remove uncertainty. Transform private equity cash forecasting and cash pacing to manage your portfolio more effectively.

Optimize your portfolio

Plan investment strategies — including future investments — to reach your target NAV. Reduce the complexity of navigating correlation structures, stress testing and distribution assumptions. Compare old simulations against realized cashflows. Leverage an intuitive visualization of unlimited hierarchies and cross-investments across vehicles, funds, co-investments and more.

1,000,000

With more than 11,000 funds and 1,000,000 cash flows feeding CEPRES Predictive Intelligence, you get the most informed and accurate output, helping maximize returns while minimizing risk.

125,000

CEPRES has cash flow data, P&Ls and operating company metrics on 125,000 PE-backed companies, enabling you to leverage the largest, most granular private market data set to power better investments.

50+

Leverage 50+ years of portfolio company cash flow performance as empirical evidence to make more informed investment decisions.

CEPRES transforms your portfolio forecasting

Many LPs lack access to the right empirical data, stochastic intelligent methodologies and technology to make precise assumptions about future portfolio developments. CEPRES’s Predictive Intelligence provides easy access to all this within a parametric model based on real fund developments combined with empirical market input with automatic feed from CEPRES Market Data (more than 11k funds across multiple macro trends since 1970).

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Simulating the future for investment, risk and regulatory compliance managers

All analysis applicable on the legacy portfolio (including future capital calls), future commitments of single funds or portfolios, combined legacy and future commitments. Full flexible planning suite via the CEPRES investment and hierarchy planner.

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Basic forecasting

  • NAV, year by year

  • Cash flows, year by year

  • Lifetime and year-by-year returns (IRR, TVPI, DPI)

  • Portfolio and fund pricing (vs. NAV)

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Optimization, planning and decision making

  • Portfolio commitment plans

  • Portfolio hierarchy and vehicle structure

  • Portfolio fee structures across the hierarchies (management fee, carried interest, clawback, preferred payments)

  • Use of bridge financing (impact on outcomes)

  • Secondary return evaluation and trading decisions

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Risk management and regulator requirements

  • Liquidity stress tests (e.g likelihood that future capital distributions meet capital calls)

  • VaR planning

  • Macro stress testing

  • Investment guideline tracking and control e.g does the commitment plan maintain investment limits

The investment committee was impressed by the detailed investment proposal and the added level of depth. We were able to show some hypothesis testing on the fly.

Senior Associate Pension Plan

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Transforming a pension’s portfolio to meet NAV requirements

A pension with normal risk/return optimization was obligated to maintain a specific NAV. Market volatility prevented effective portfolio forecasting. CEPRES designed multi-year allocation scenarios with adjusted commitment plans and portfolio restructuring options, finding that the client’s portfolio would miss NAV targets and was sub-optimal for their risk/return profile. The pension reoptimized its portfolio to ensure NAV target achievement.

Insights

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Private Equity Asset Allocation Models: Why High-Quality Data is Paramount

Private equity asset allocation models are sophisticated frameworks used by investors to strategically distribute their capital across different types of assets within the private equity universe. Asset allocation decisions involve determining the appropriate mix of investments across various asset classes, such as venture capital, growth equity, and buyouts, as well as considering factors like industry focus, geographic allocation, fund type, risk management strategies, and liquidity considerations.

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Benedikt Hoefelmayr interviewed at BAI AIC 2024

Watch Benedikt Hoefelmayr's full interview at BAI AIC on Private Equity Liquidity Management in times of ELTIF2.

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Whitepaper | Private Markets Look-through Data

In an era of political and macro-economic uncertainty, access to granular and accurate knowledge on investments is critical to meet portfolio challenges and goals. With accurate investment data, rather than guessing, you can unearth deeper insights, detect risk patterns, and uncover opportunities that elude those using only basic financial reports.

Download our whitepaper as we navigate the complexities of today's political and macro-economic uncertainty.

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