A Deep Dive into the Balancing Act of Returns and Volatility in Private Capital

Private Capital Performance Pulse 2024
Private Equity - Square Groupe

Table of Contents


Introduction

Private capital is playing an increasingly strategic role in the portfolios of institutional investors who seek robust returns and long-term stability. With assets like private equity, venture capital, real estate, and infrastructure becoming core components of many portfolios, the need to understand their distinct performance profiles has become essential. The “Private Capital Performance Pulse 2024” report offers a detailed analysis of key private asset classes, using data on their performance across recent quarters. By evaluating returns, volatility, and sector-specific challenges, the report provides a roadmap for institutional investors aiming to refine their asset allocation strategies. A standout observation from the report is the balanced performance of real estate, which offers a sound mix of return potential and moderate volatility. As the market adjusts to an environment of higher interest rates, investors increasingly look to assets like real estate to balance their portfolios and provide a stable, diversified foundation in the face of fluctuating market conditions.

A slow start for the Alternative assets in 2024

Private Equity: Resilience in a Challenging Environment

Private equity (PE) has faced a turbulent period, as market conditions have slowed deal-making and limited exit opportunities, leading to more cautious investor sentiment. The past year has seen modest gains within the PE space, with performance largely sustained by unrealized gains in existing portfolios rather than new deals or high levels of distribution to investors. This trend reflects the resilience of PE as an asset class, supported by the underlying value of private companies that continue to grow, albeit in a slower market environment.

Regional performance has introduced new dynamics, with European private equity outperforming North American funds—a notable shift from historical trends where North America typically led the way. This change can be attributed to lower entry valuations and reduced leverage within European deals, which have insulated European funds against the impacts of rising interest rates and a cooling exit environment. Entry multiples in North America remain high relative to Europe, and this divergence has contributed to North America’s comparative underperformance in recent quarters. The report also highlights that while private equity remains resilient, there are important considerations regarding the sustainability of this stability. With many firms deferring exits in anticipation of a more favorable interest rate environment, there are questions around potential future volatility if interest rates don’t fall as expected. Should rates stay elevated, exit delays could pressure valuations and lead to a potential decline in fund performance.

Venture Capital: Stabilizing After a Period of Drawdowns

In contrast to the relative stability of private equity, venture capital (VC) has experienced significant challenges over the past two years. After a period of outsized gains from 2020 through 2022, VC valuations adjusted downward as high-growth technology investments encountered slowing demand and declining valuations. This period of adjustment led to a pronounced downturn for VC funds, which reflected in eight consecutive quarters of negative performance for the VC sector. However, the report identifies signs of a potential turnaround, with recent quarterly data showing slight positive returns for VC funds for the first time in nearly two years. The Preqin Venture Index posted gains of 1.3% in Q1 2024, hinting that the sector may have reached a trough. This uptick, although promising, remains tentative, with market participants calling for a sustained series of positive quarters before declaring a full recovery. Additionally, the report highlights that newer vintages, which invested at the height of the boom in 2020 and 2021, are now under pressure. The median net internal rate of return (IRR) for the 2021 vintage stands at only 1.3%, underscoring the challenges these funds face amid a more conservative investment climate that emphasizes tangible performance metrics over growth projections. Regional analysis shows that European VC has outperformed its North American counterpart over a 10-year horizon, despite North America’s historical dominance.

The Rise of Private Debt: Consistent Performance in a High-Rate Environment

Private debt has emerged as one of the most robust asset classes in the private capital universe, capitalizing on the current high-interest-rate environment. Known for its steady cash flow and relative stability, private debt has outperformed private equity over the past seven quarters. This trend defies historical norms, as private equity traditionally yields higher returns compared to private debt. However, with the recent series of interest rate hikes, private debt’s floating-rate structure has made it an appealing choice for investors seeking predictable income without the volatility of equities. The report emphasizes that private debt’s outperformance is likely to continue as long as rates remain elevated. Furthermore, private debt funds have benefitted from the stability of default rates, as well as strong economic conditions that have kept borrowers relatively healthy. Direct lending strategies, in particular, have thrived, offering a flexible income stream for investors while maintaining a lower risk profile compared to more growth-oriented assets. With expectations of potential rate cuts in 2025, there is interest in whether private debt can sustain this level of outperformance. Investors remain optimistic that private debt will continue to attract attention, particularly as a diversifying asset within multi-asset portfolios.

Real Estate: A Stable Asset Class with Balanced Returns and Moderate Volatility

Real estate continues to offer a compelling option for investors seeking a balance between return and volatility. The Preqin Real Estate Index reveals a sector that, despite facing headwinds, provides stable returns across multiple sub-segments. Among the real estate strategies, debt-focused real estate funds stand out for consistently delivering positive returns since 2020. As leveraged real estate assets require refinancing, real estate debt funds have stepped in to fill the gap left by more risk-averse traditional lenders. This trend has helped real estate debt maintain a steady income profile and outperformed equity-based real estate strategies in recent quarters. However, equity-based real estate strategies, particularly value-added and opportunistic funds, have faced challenges due to rising financing costs and a sluggish market for office space. Despite these issues, real estate remains appealing as a stabilizing asset, given its lower volatility relative to other private assets like venture capital. The report also notes that the consistent returns from real estate debt funds could attract institutional investors looking for lower-risk alternatives to direct equity investments. The report highlights that real estate is expected to remain a key component in diversified portfolios, especially in times of economic uncertainty. Its reliable performance across cycles and role as a hedge against inflation make it a resilient option in today’s volatile investment landscape.

Infrastructure: Steady Performance Amid Growing Competition

Infrastructure funds have shown resilience, consistently delivering returns even in the face of competitive pressures and rising interest rates. The sector has gained prominence as countries invest in large-scale infrastructure projects and renewable energy, attracting significant capital flows. Notably, infrastructure has become a favored asset class for investors seeking long-term, stable income streams. Within the sector, value-added infrastructure strategies have outperformed core and core-plus strategies, benefitting from higher risk-adjusted returns. The report attributes this outperformance to Europe’s focus on public-private partnerships and investments in renewable energy, which have bolstered infrastructure returns and supported regional outperformance over a 10-year period. However, shorter-term trends show that North America has gained momentum, driven in part by supportive U.S. policies like the Inflation Reduction Act and the Infrastructure Investment and Jobs Act, which have increased valuations and investor optimism in the region. Despite the sector’s appeal, infrastructure faces a unique challenge in the form of increased competition. As more capital flows into the sector, bidding wars for key projects have become common, driving down returns. Additionally, the rising cost of inputs and materials has further squeezed margins, contributing to a gradual decline in IRRs for newer infrastructure funds. Nevertheless, infrastructure continues to offer a steady source of returns, appealing to investors focused on long-term stability.

Conclusion

The “Private Capital Performance Pulse 2024” highlights the complex performance dynamics of private capital and underscores the importance of strategic asset allocation within institutional portfolios. Real estate, with its balanced returns and moderate volatility, stands out as a particularly stable component within diversified portfolios. Private debt has also proven itself as a strong performer in the current high-rate environment, while infrastructure remains a steady source of income despite mounting competition. For institutional investors, understanding these distinct risk-return profiles is essential for achieving optimal portfolio performance. The report’s insights provide valuable guidance on how different asset classes can contribute to a resilient, well-balanced portfolio. As the market evolves, private capital’s role in diversification and risk management will likely continue to expand, with assets like real estate and private debt offering robust foundations for long-term growth and stability.