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Metrics & Performance

Basis Risk

The risk that a hedging instrument does not perfectly offset the exposure it was designed to mitigate.

Basis risk in venture capital context refers to the mismatch between a fund's actual portfolio performance and any benchmarks, indices, or hedges used to manage or compare risk. While more common in public markets, basis risk appears in VC when LPs use secondary market transactions or structured products to manage venture exposure and find the hedge doesn't track the underlying portfolio.

In Practice

An LP tried to hedge their venture exposure using a public tech index, but the index fell 30% while their early-stage portfolio was flat — classic basis risk.

Why It Matters

Venture portfolios are idiosyncratic and difficult to hedge. Understanding basis risk helps LPs avoid false confidence in risk management strategies.

VC Beast Take

You can't hedge venture. The whole point is embracing the variance.

Related Concepts

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