Patent ID: 8386356

Claim:
A computer implemented method for the calculation of performance data for a private equity fund, comprising the steps of: a) acquiring input data representative of a first transaction of cash flow patterns of said private equity fund during a term of said fund, said term being divided into a plurality subperiods t 0 , t 1 , . . . t n , wherein for each subperiod t i , a value for contribution Contr i and a value for the distribution Distr i in that subperiod is supplied; b) acquiring input data representative of a plurality of rates of interest r 0 , r 1 , . . . r n , respectively associated to said plurality of subperiods; c) calculating, by a processor, based on said input data representative of said first transaction of cash flow patterns and on said input data representative of said plurality of rates of interest, a first value representative of an average duration of contributions and a second value representative of an average duration of distributions for said fund; d) calculating, by the processor, based on said first value and said second value, a third value representative of a net duration of said first transaction; e) calculating, by the processor, based on said first value, said second value and said third value, a second bullet transaction equivalent to said first transaction, by calculating a fourth value representative of a bullet investment paid at the time represented by said first value and a fifth value representative of a bullet reimbursement received at the time represented by said second value; and f) calculating, by the processor, based on said second bullet transaction and said third value, a sixth value representative of a duration adjusted return on capital—DaRC.