Burgiss in the News
In the latest column from Bloomberg, Matt Levine explores how private markets can act as a current proxy for the prior year in the public markets.
In this Wall Street Journal article, author Heather Gillers discusses how the winning streak for private equity returns that has lasted since the Global Financial Crisis has finally come to an end.
In this article by Bloomberg, the author discusses the steep drop in new sales and exits within the past 12 months and its impact on current private equity investing.
Burgiss has formed a certified integration with Bloomberg to provide clients of both firms with an automated data transfer to Bloomberg’s PORT Enterprise via FTP. In addition, Burgiss has adopted the FIGI.
Using Burgiss Data, the Global Private Equity Report 2023 by Bain & Company shows that private equity continued its record-breaking success in the first half of 2022 but saw a sharp decline in the second half.
In this paper by Fidelity Investments, the authors use Burgiss Data to study whether including alternative investments in allocations can enhance risk-adjusted returns for investors.
Shinhan Asset Management, one of the largest asset management companies in South Korea, has chosen Burgiss to aid in its journey toward developing more robust and relevant benchmarking analytics.
Authors Heather Gillers and Paul Kiernan cite Burgiss’ performance data in this Wall Street Journal article regarding a federal proposal that would force hedge funds and private-equity funds to provide more disclosures to investors.
This article cites Burgiss’ performance data in its discussion of the current trend of state pension funds across the country allocating a higher percentage of their investments to private credit, which has amounted to tens of billions of dollars in private-credit holdings in the U.S.
Citing performance data from Burgiss, Heather Gillers of the Wall Street Journal highlights continued interest in and growth of private equity by government retirement funds, including LA County ERA, CALSTRS, and CalPERS.