<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM THE
FINANCIAL STATEMENTS OF THE PACIFIC CORPORATE GROUP PRIVATE EQUITY FUND FOR THE
YEAR ENDED MARCH 31, 2000 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO
SUCH FINANCIAL STATEMENTS.
</LEGEND>
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> MAR-31-2000
<PERIOD-START> APR-1-1999
<PERIOD-END> MAR-31-2000
<INVESTMENTS-AT-COST> 68,093,838
<INVESTMENTS-AT-VALUE> 81,402,811
<RECEIVABLES> 321,305
<ASSETS-OTHER> 409,054
<OTHER-ITEMS-ASSETS> 41,490,370
<TOTAL-ASSETS> 123,623,540
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 86,342
<TOTAL-LIABILITIES> 86,342
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 0
<SHARES-COMMON-STOCK> 0
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 0
<NET-ASSETS> 123,537,198
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 3,224,270
<OTHER-INCOME> 0
<EXPENSES-NET> 1,751,593
<NET-INVESTMENT-INCOME> 1,472,677
<REALIZED-GAINS-CURRENT> 212,110
<APPREC-INCREASE-CURRENT> 14,799,900
<NET-CHANGE-FROM-OPS> 16,484,687
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 16,484,687
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 0
<AVERAGE-NET-ASSETS> 112,251,678
<PER-SHARE-NAV-BEGIN> 985.21
<PER-SHARE-NII> 13.55
<PER-SHARE-GAIN-APPREC> 138.16
<PER-SHARE-DIVIDEND> 0
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 1,136.92
<EXPENSE-RATIO> 0
</TABLE>