Understanding Hedge Fund Fees: Implications for Hedge Fund Managers slide image

Understanding Hedge Fund Fees: Implications for Hedge Fund Managers

K&L GATES OUTPERFORMANCE OF BENCHMARKS In portable alpha and certain other institutional products, the Performance Fee is calculated based on "outperformance" of an index. The Performance Fees unilaterally have to be calculated on an income statement rather than a balance sheet basis. This is because cash flows in and out of the Fund affect the future profits and losses which will be generated for the investors. There is no balance sheet HWM because performance is not based on the amount in the Fund but rather on outperformance of the Benchmark. Benchmark Performance Fees are calculated in a manner similar to hurdle rates; there are distinct periods during which the "base" to which the index is applied remains included. These periods are defined by additions and redemptions as well as by the profit and loss of the Fund. During each Benchmark Period, the return produced by multiplying the Performance Fee base by the change in the index is determined and applied to the profit and loss. In certain cases, Benchmark Performance Fees are calculated year-to-year; in certain cases, they are cumulative. In either case, if a redemption is made, any shortfall between the performance of the Fund and the indexed performance should be reduced pro rata as the Fund has less capital with which to earn back such shortfall. Whether Performance Fees are paid or crystallized but not paid upon redemption is a matter of negotiation, not mechanics. Many institutional accounts may pay redemption fees annually and terminate, rather than having to adjust the cash balance. This is particularly true in the case of institutions which make their own margining arrangements and need the flexibility to move cash around on a daily basis. klgates.com 42 42
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