VC Portfolio Construction Model

Fund Configuration

Define portfolio parameters and outcome distribution

Portfolio Size (N)

Fund Size ($M)

Investment Period (yrs)

Vintage Year

Mgmt Fee (%)

Fee Years

Carry (%)

Loss Ratio (%)

Initial Ownership (%)

Dilution at Exit (%)

Use Discrete Distribution Model

Toggle between power-law and discrete return distributions

3 outcomes + 27 zeros (90%)

Tier 1

Count

Multiple

Label

Tier 2

Count

Multiple

Label

Tier 3

Count

Multiple

Label