Quick LP Calculator
Private Markets Concentration Calculator
Find the largest concentration across six overlapping portfolio lenses.
Which dimension creates the greatest concentration in a $1bn private-markets portfolio?
Results
Concentration profile at a glance
Illustrative estimate based on the assumptions shown.
How it is calculated
Each concentration = selected exposure ÷ total private-markets NAV
The six lenses overlap and must not be added together. Every exposure must use the same NAV scope and date.
What this tells you
Read the result in context
A single diagnostic makes it easier to see whether manager, fund, vintage, geographic or strategy exposure is the dominant portfolio dependency.
Frequently asked questions
Why are the concentration measures not additive?
They are overlapping views of the same portfolio, not mutually exclusive asset buckets.
What should top-five exposure include?
Aggregate current NAV for the five largest manager relationships.
Is 50% always a breach?
No. The tool flags high dependence, but policy limits are institution-specific.