Glossary: Alternative Investments — Performance Measurement

TermDefinition
J-curveThe typical pattern of PE/VC fund returns: negative in early years (fees, unrealized investments) followed by positive returns as investments mature and are exited; the cumulative return chart resembles the letter “J”
Internal rate of return (IRR)The discount rate that makes the NPV of all cash flows (capital calls and distributions) equal to zero; the standard time-weighted return metric for PE/VC funds
Multiple on invested capital (MOIC)Total value (realized + unrealized) divided by total invested capital; a simple return multiple that does not account for time value of money
Gross returnThe fund’s return on investments before deducting management fees and performance fees; reflects pure investment performance
Net returnThe fund’s return after deducting all fees and expenses; represents what the LP actually earns
Capital commitmentThe total amount an LP pledges to invest in a fund; drawn down over time via capital calls
Capital deploymentThe process of investing committed capital into portfolio companies or assets over the fund’s investment period
Capital distributionCash or securities returned to LPs from the fund, typically from exits (sales, IPOs, dividends, recapitalizations)
Committed capitalTotal capital pledged by all LPs and GP to the fund; basis for management fee during the investment period
Invested capitalThe portion of committed capital that has actually been drawn down and invested; basis for management fee after the investment period
Carried interest (carry)The GP’s share of fund profits above the hurdle rate, typically 20%; the primary performance incentive for the GP