Category: Performance fees

Equalization method

This procedure attempts to replicate the partnership method and it is sometimes referred to as “the partners fees structure of equalisation shares”. In other words, it is an accounting methodolgy that equalizes the price per share across different NAV’s. This objectif is either achieved by issuing notional shares (equalisation shares) or by taking a portion of the money invested into a seperated account (equalisation factors). The fundamentals between the two methods are similar; the main difference being that the former allows investors to be fully invested when the latter does not. This method equalizes new shareholders with current ones who have already paid incentive fees on their individual holding. however for the investor this amount is not invested. Investors are individually assesed for their own incentive fee liability and charged accordingly. And have the same capital at risk per share shown later

With this technique, the fund’s performance is accuretly reflected and investors only pay incentive fees on the increased value of their investments. It avoids the “free ride” syndrome which occurs when new subscriptions are made at a NAV which is at a discount/premium of the highwatermark and the fund’s performance subsquently rises. In this particular case, new shareholders make “compensatory” payments (depreciation deposits). It also ensures that investors who get into the funds while its NAV is above its HWM pay only the relevant portion of the total performance fee at year-end. Moreover, the portfolio managers receives fees on all positive performance made on each individual holding. At the end of the fiscal year, performance fees are crystallized and the new NAV become the new offering price

Some managers pay a T-bill rate on this investment Equalisation factors appreciate or depreciate depending on the subsquent performance of the fund, but they will never exceed the performance fees per share paid when the investment was made. At year end the offering price is reset if the GAV per share is higher than the previous high water mark on wich an incentive fees was charged performance fees will crystallise. For notional shares the principal is identical, expect that adjustment due the fund’s performance is made by adjusting the number of shares issued.

In the equalisation method the following principles apply:

Highwatermark: it is either the NAV at inception or the last NAV per share when incentive fees were paid.

Gross assets value : it represents the gross P/L (excluding incentive fees) since the last HWM .

Net assets value: it represents the net P/L deducted of all fees (including incentive fees) since the last HWM.

High water mark method

High water mark method

With this “average” method all shareholders are treated like a single pool as incentive fees are charged at the fund’s level without considering the investments’ purchase date or cost. The calculation is said to be asymmetric as performance fees are averaged between all existing investors on the pro-rata basis of their investment.

It tends to be bias to new investors in both cases when the fund’s net asset value goes up or down. It is not representive of individual losses or gains. This problem is compounded, the more volatile a fund is The problem is compounded when a substantial amount of capital entered. In some cases, some investors are overcharged or when others get a free ride. The NAV per share does not represent the real performance of the fund and investors will often have different performance on their investment. Shares are bought and sold at their NAV after deduction of all fees. NAV per share does not represent the performance of the fund Investors who have already paid incentive fees a negatively biased to new shareholders.

The easiness of the calculation as well as being easily understood have made it being quite popular within the industry. A single NAV per share can be reported to all investors, the listing of the fund

Partnership Method

This is the most sensible method to fairly calculate and allocate carried interest between investors. Ahead of any shareholders’ capital contributions or withdrawals, performance fees are allocated on a pro-rata basis of each investor’s capital at the beginning of the period. Simple to understand and easy to apply, it does not distort the fund’s performance when incentive fees are charged. Investors are only disbursed fees on the performance of their investment; they cannot have a “free ride” or see part of their money being “claw backed” in the fund. However, most investors will shy away of such structure as they will incur income taxes on annual basis as most jurisdictions have lower capital gain than income taxes that they might incur when redeeming their investment.

 The fund has made a gross performance of 20% which solely allocated to partners A as partners B ploughs money into the partnership at the end of the quarter. On June 30th, the fund’s assets have sustained a loss of $510’417 (-20.83%) shared equally between Partners A and B. By the end of the third quarter the net assets stands at $3,713,158, a gain of $773’575 carved out between the three existing partners. The gross ending market value is assessed at $4’022’588 which represents a gross gain of $772’588, the general partners is due $154’518 of incentive fees. The final net assets is $3’868’070 which is also the new HWM.

This is the most sensible method to fairly calculate and allocate carried interest between investors. Ahead of any shareholders’ capital contributions or withdrawals, performance fees are allocated on a pro-rata basis of each investor’s capital at the beginning of the period. Simple to understand and easy to apply, it does not distort the fund’s performance when incentive fees are charged. Investors are only disbursed fees on the performance of their investment; they cannot have a “free ride” or see part of their money being “claw backed” in the fund. However, most investors will shy away of such structure as they will incur income taxes on annual basis as most jurisdictions have lower capital gain than income taxes that they might incur when redeeming their investment.