Under this initiative, EDHEC Infrastructure Institute (EDHECinfra) has built the largest database of infrastructure investment data in the world. The data has been used to create performance benchmarks that are needed for asset allocation, prudential regulation and the design of infrastructure investment solutions.The EDHECinfra database is a collection of cash flow, investment and balance sheet data collected from infrastructure investors and creditors. These first-of-a-kind benchmarks provide investment metrics that are needed by investors: return, volatility, Sharpe ratio, duration, and maximum drawdown.
To date, the database covers more than 500 individual infrastructure assets over 10 different countries and a period of 15-20 years, making it the most comprehensive database of infrastructure cash flows available for research. In June 2017, EDHEC Risk Institute launched 192 “EDHECinfra Private Equity” and “EDHECinfra Private Debt” indices. In 2019, this database will reach global coverage, and a global index for private infrastructure debt and equity tracking of 1,000 firms will be published.