QFT Expands Coverage to 20,000 Proprietary LBO Benchmarks

QFT's proprietary LBO benchmark dataset has passed 20,000 deal-level observations. The expansion extends coverage back to the early 1980s and adds deeper coverage across European mid-market, Nordic, and DACH transactions, where published data has historically been thin.

What this means for platform users

Users of the QFT platform now access peer benchmarks drawn from a materially broader reference set. Vintage comparisons are more stable, sector cuts carry more statistical weight, and the residual skill estimator underpinning the rating methodology produces tighter confidence intervals across the evaluation surface.

In practical terms, a European mid-market buyout fund being evaluated on the platform today is compared against a peer group that is approximately 40 percent larger than it was a year ago, with less survivorship bias in the older vintages.

How the dataset is built

Deal-level observations come from a combination of regulatory filings, audited financial statements, fund reporting, and primary research conducted under the academic programme that predates QFT. Every observation is normalised against a canonical schema that tracks entry, interim, and exit economics, capital structure, sector, geography, and vintage.

The dataset will continue to expand on a rolling quarterly basis. Users can see the current coverage envelope and vintage distribution directly in the platform.