hard · Private Equity pe-core

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 interest, a distinction that shifts the LP's hurdle by only a few basis points and is immaterial at an 8% rate
  3. Whether the catch-up is 100% versus 80%, which only reallocates the catch-up tranche between GP and LP and cannot change total carry on a fully realized fund
  4. Whether the management fee steps down to invested capital after year five, a term that is identical across both funds per the prompt and therefore explains nothing

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