Rhode Island State Investment Commission slide image

Rhode Island State Investment Commission

ADDENDUM: DEFINITIONS & DISCLAIMERS 1. The financial data contained herein relating to the valuations and investment performance of the prior funds and related investments are unaudited estimates prepared by Endeavour as of the dates shown on the relevant slide. Except as otherwise explicitly noted, all performance information contained herein is on a "gross" basis before giving effect to taxes, management fees, the general partner's carried interest and other expenses, the application of which would reduce such rates of return. While Endeavour's valuations of unrealized investments are based on assumptions that Endeavour believes are reasonable under the circumstances, whether on a cost basis, comparable company analysis, M&A transaction multiple, financial multiple, public market basis or expected realization basis for pending or proposed transactions, all of which approximate fair value, the actual realized returns on unrealized investments will depend on, among other factors, future operating results, the value of the assets and market conditions at the time of disposition, any related transaction costs and the timing and manner of the sale, all of which may differ from the assumptions on which the valuations used in the prior performance data contained herein are based. Accordingly, the actual realized returns on these unrealized investments may differ materially from the (assumed) returns indicated herein. There can be no assurance that unrealized investments will be realized at the valuations shown. An investment in the Fund does not represent an interest in any indicated investment or investment portfolio of any related or other investment fund, including any investment fund managed directly or indirectly by Endeavour or its affiliates. Totals may not add due to rounding. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. As noted in the presentation, the gross annual compound internal rate of return ("Gross IRR") and gross multiple of invested capital ("Gross MOI") are before giving effect to taxes, management fees, the general partner's carried interest and other expenses, the application of which would reduce such values. Net IRR gives effect to management fees, the general partner's carried interest and other expenses. Net MOI is calculated by dividing Limited Partner cash returned and unrealized value, by Limited Partner paid in capital. All IRRs presented are annualized and calculated on the basis of inflows and outflows, in each case of cash and Unrealized Values, utilizing the dates that such inflows and outflows actually occurred, and assumes all unrealized investments were sold at the values shown as of December 31, 2019. Net performance is shown only on a fund-wide basis because fees and expenses are assessed at the fund level and net-of-fees-and-expenses IRR/MOI information cannot be shown on a portfolio company-by- portfolio company basis due to the inherent difficulties in allocating fund-wide fees and expenses to individual portfolio companies in a meaningful manner. In evaluating the performance of individual portfolio companies shown herein, we recommend that, to the extent relevant, you consider such performance in the context of the fund-wide net performance data shown herein, that shows the effect of fund-wide fees and expenses on overall on each Fund's performance returns earned by investors. Net returns for Endeavour Funds I-IV and consolidated returns across all Funds include capital invested by limited partners and co-investors that were subject to separate and varying structures for management fees and carried interest and net returns would be lower if such capital were excluded. Therefore, an individual limited partner's net IRR may vary based on the payment of management fees and/or carried interest. To the extent investments were made using proceeds from fund-level borrowings, unless otherwise indicated, Net IRR is measured from the date(s) investors made capital contributions for purposes of repaying the borrowed amounts rather than the date the fund made the investment, resulting in a higher Net IRR than if measured from the date the investment was made using fund-level borrowings. Endeavour Funds intermittently utilize a short-term borrowing facility (up to 90 days) to bridge the time between the close of an investment and receipt of capital pursuant to a capital call notice. Historical portfolio company sales, EBITDA and similar figures presented in this presentation may be reflected on a pro forma basis for material add-on acquisitions and divestitures, and other significant transactions (e.g., material sale-leaseback transactions, etc.), if applicable. Additionally, sales and EBITDA figures contained in these materials are generally unaudited and may be flash or preliminary amounts reported by portfolio company management. Portfolio company EBITDA reported to Endeavour may be adjusted for purposes of determining the estimated fair value of such portfolio company in accordance with Endeavour's valuation policy. EBITDA figures may have adjustments for management fees and other one-time or non-recurring items. References to aggregate or composite returns reflect cash flows and performance across multiple Endeavour Funds investing in different economic cycles, and do not reflect a group of investments managed as a single portfolio or the experience of any limited partner, and such returns are provided for illustrative purposes only. References to the portfolio companies of the Endeavour Funds should not be considered a recommendation or solicitation for the portfolio company mentioned, nor should individual portfolio company performance be considered representative of all portfolio companies held by the Endeavour Funds. Past performance is not indicative of future results. There can be no assurance that the Fund will achieve results comparable to those shown herein, will be able to avoid losses or will be able to achieve its investment objectives. Unless otherwise specified, performance figures reported herein are as of December 31, 2019. Subsequent to December 31, 2019, there has been an outbreak of a novel and highly contagious form of coronavirus ("COVID-19"), which the World Health Organization formally declared in March 2020 to constitute a global "pandemic." This outbreak has caused a worldwide public health emergency, significantly constrained global economic production and activity of all kinds, and contributed to both volatility and a severe decline in all financial markets. As a result, economic and market conditions have significantly deteriorated since December 31, 2019. The investment performance presented herein as of December 31, 2019 does not take into account these subsequent events, the effects of which could be adverse to the aggregate investment performance of the Fund and to certain or all of the individual investments described herein. "Invested Capital" represents aggregate capital invested in a portfolio company but does not include committed or reserved capital for pending and targeted investments. It includes capital invested using the proceeds from borrowings and/or recycled capital. "Realized Investments" represents the sum of all proceeds received from or related portfolio investments, including interest and principal payments, accrued and unpaid cash interest, closing and other transaction fees, prepayment penalties, and any cash dividends and any other cash proceeds of any equity investment or participation. "Unrealized" Value and Capital Return: is unaudited and has been determined by the Fund as of December 31, 2019. There can be no assurance that unrealized investments will be realized at the valuations shown. "Cash Returned + Unrealized Value" or "Total Value" represents the sum of total proceeds from Realized Investments and Unrealized Value. ENDEAVOUR 20
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