Institutional Portfolio Illiquidity Capacity Calculator
For pension, endowment and family-office teams monitoring the portfolio policy limit on illiquid assets.
For an institutional $10bn portfolio capped at 30%, how much illiquidity capacity remains with $2.4bn already illiquid?
Illiquidity policy at a glance
Estimate based on the inputs shown.
How it is calculated
Remaining capacity = portfolio value × policy maximum − current illiquid assets
When current illiquid assets exceed the policy maximum, the result switches to limit-exceeded wording.
Read the result in context
Portfolio illiquidity capacity connects an institutional LP’s policy limit with current illiquid exposure. It is a point-in-time governance measure—not the Amihud ratio—and does not forecast calls or distributions.
What counts as illiquid?
Use the asset classification defined by the institution’s policy.
Can the tool show a policy breach?
Yes. It reports the dollar and percentage-point amount above the maximum.
Does unfunded commitment belong in current illiquid assets?
Only if the institution’s policy definition includes it.