Insights

Private Markets Asset Allocation Framework

The Author
Portfolio Solutions Group

This paper introduces our proprietary Private Markets Asset Allocation Framework (PMAAF), designed to help investors think about how to allocate their dry powder across private markets and cycles. PMAAF is a process built on three pillars, outlined below:

  • Cycle Indicators: We look at key indicators to assess the attractiveness of private markets and the point in the cycle.
  • Scoring and Thematic Matrixes: Our Scoring Matrix is a bottom-up, data-driven framework that provides objective, evidence-based, repeatable and consistent scoring across asset classes and sectors. The framework is complemented by our top-down Thematic Matrix.
  • Monitoring: We monitor progress and assess risk for the life of our investments.