hard · Private Equity & LBOs

A fund has a 2% management fee on committed capital during the 5-year investment period, then 2% on invested (net of realizations) capital thereafter, a 20% carry, an 8% preferred return, and a 100% GP catch-up. The fund returns capital to LPs ahead of the catch-up. An LP notes that two funds with identical gross returns and identical fee/carry headline terms delivered materially different net returns to LPs.

Holding gross performance and all stated percentages equal, which structural feature most plausibly drives the larger net-return gap between the two funds?

  1. Whether carried interest is calculated deal-by-deal (American) versus on the whole fund (European), which changes the timing and clawback risk of GP carry
  2. Whether the preferred return compounds annually versus simple, which changes only the LP's hurdle by a few basis points and is immaterial at 8%
  3. Whether the catch-up is 100% versus 80%, which only reallocates the catch-up tranche and cannot affect total carry on a fully realized fund
  4. Whether the management fee steps to invested capital, which is identical across both funds by the stated terms and therefore cannot differ

Sign up free to see the explanation and track your rank →

More Private Equity & LBOs practice

KomFi Academy — Stop doomscrolling. Get KomFi.

Build your intelligence, anytime, anywhere.

KomFi Academy is a curated training platform with 54,000+ practice questions, 20,000+ flashcards, on-demand video lectures, podcasts, and 4K slide decks across the topics serious professionals study: GMAT, LSAT, MCAT, Investment Banking, Private Equity (LBOs & PE math), Private Credit, Quantitative Finance, Financial Accounting, Asset- Backed Securities, Volume Profile Analysis, Order Flow Trading, Market Microstructure, Volume Spread Analysis, Elliott Wave Theory, Volume-Price Analysis, and Public Offering Frameworks.

What's inside

Topics

View pricing · Read testimonials