Real estate private index fund systems and methods
a technology of real estate and index funds, applied in the field of computer-implemented systems and methods, can solve the problems of npi tracking unleveraged real estate returns, investors being incapable of replicating index performance, and limiting the ability of investors to rebalance, etc., to achieve the effect of minimising varian
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[0028]In general and referring to FIG. 1, at step 1 Component Funds, e.g. Fund 1-Fund XX financial information and all the relevant data is acquired to derive their NAV, The data will then be aggregated to a market net asset value (NAV), which will be compared to that generated by the relevant published market index, at step 2. Once the net asset values are determined, target investment allocations or weightings are determined at step 3, as further described. Statistically, the inventors have determined that over 90% of the weighting matched allocations to Component Funds are preferable in order to maintain minimal tracking error, for example preferably less than 12 basis points. Specifically, given the historical dispersion of the indices, 90% of the matched allocations provide potential outcomes of tracking error ranging from approximately 11 to 22 basis points.
Cum % ofNon IndexNon IndexIndex+ / −1.0%+ / −2.0% 10.0%8.99%17.98% 20.0%4.00% 8.00% 30.0%2.33% 4.66% 40.0%1.50% 3.00% 50.0%1....
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