Abstract: Method for the calculation of performance data for a private equity fund, including acquiring input data for a first transaction of cash flow patterns during a term of the fund, having a plurality subperiods having a value for contribution and a value for the distribution in each subperiod; acquiring input data for a plurality of rates of interest; calculating a first value for an average duration of contributions and a second value for an average duration of distributions; calculating a third value for a net duration of said first transaction; calculating a bullet transaction equivalent to the first transaction, by calculating a fourth value for a bullet investment paid at the time represented by the first value and a fifth value for a bullet reimbursement received at the time represented by the second value; and calculating a sixth value for a duration adjusted return on capital.

Abstract: Method for the calculation of performance data for a private equity fund, comprising the steps of acquiring input data representative of a first transaction of cash flow patterns of the private equity fund during a term of the fund, the term being divided into a plurality subperiods t0, t1, . . . tn, wherein for each subperiod a value for contribution Contri and a value for the distribution Distri in that subperiod is supplied; acquiring input data representative of a plurality of rates of interest r0, r1, . . .