MAC3 Private Assets Model: Risk, Returns and Portfolio Insight

This focused session introduces the MAC3 Private Assets Model (PAM), a structured framework for analyzing the risk and return characteristics of private asset funds. With private equity, private debt, real estate, and infrastructure experiencing significant growth, investors face increasing challenges around illiquidity, transparency, and risk measurement. We present a data-driven approach to understanding private markets through fund classification, factor structure, and empirical analysis.

Join us to gain a competitive edge by learning:

• The growth and structure of private markets:
  Understand the rapid expansion of private assets and the key differences between direct investing and fund-based (GP/LP) structures.
• Risk and return characteristics:
  Explore the empirical behavior of private asset funds, including volatility, correlations, and diversification properties across asset classes and strategies.
• Factor-based risk modeling in practice:
  See how the MAC3 Private Assets Model estimates risk using a structured factor framework, supported by empirical results and backtesting insights.