Fund Waterfall Calculator

Model LP and GP distributions with hurdle rates, catch-up provisions, and carried interest

Fund Structure
Define fund economics and terms
$100M
10 years
2.0%
Waterfall Terms
Hurdle, carry, and catch-up structure
8%
20%
100%
$250M
LP Distributions
$235.9M

94% of total

GP Carry
$14.1M

6% of total

LP MOIC
1.97x

Multiple on invested capital

LP Net Profit
$115.9M

97% ROI

Distribution Waterfall
Step-by-step allocation of proceeds
TierLP ($M)GP ($M)
1. Return of Capital$100.0$0.0
2. Return of Fees$20.0$0.0
3. Preferred Return (8%)$115.9$0.0
4. GP Catch-up (100%)$0.0$14.1
5. Remaining Split$0.0$0.0
Total Distributions$235.9$14.1
Waterfall Visualization
Distribution allocation by tier
What is a Fund Distribution Waterfall?

A distribution waterfall defines the order and allocation of profits between Limited Partners (LPs) and General Partners (GPs) in a private equity fund. The typical structure includes: (1) Return of LP capital, (2) Preferred return to LPs (hurdle rate), (3) GP catch-up, and (4) Remaining profits split according to carried interest terms. This structure ensures LPs receive their investment back plus a minimum return before GPs participate in profits.

Formula:

Tier 1: Return of Capital → Tier 2: Hurdle Return → Tier 3: GP Catch-up → Tier 4: Carry Split

Each tier must be fully satisfied before moving to the next. The catch-up typically gives GPs 100% of profits until they reach their carried interest percentage.

How to Use This Fund Waterfall Calculator
  1. 1

    Enter total fund capital raised

  2. 2

    Input realized proceeds from investments

  3. 3

    Set the hurdle rate (preferred return, typically 8%)

  4. 4

    Choose carried interest percentage (typically 20%)

  5. 5

    Set catch-up percentage (typically 100%)

  6. 6

    Select waterfall type (European vs American)

  7. 7

    View the distribution breakdown by tier

Why Fund Waterfall Matters
  • The waterfall structure defines how value is shared between LPs and GPs
  • European waterfalls are more LP-friendly than American (deal-by-deal) waterfalls
  • Understanding waterfalls is essential for fund formation and LP negotiations
  • The hurdle rate protects LPs from paying carry on mediocre returns
  • Waterfall analysis shows at what return levels GPs begin earning significant carry
Standard Waterfall Terms
8%
Hurdle Rate
Annual preferred return
20%
Carried Interest
GP profit share
100%
GP Catch-up
Of profits after hurdle
80%
LP Share (Final)
Of profits after hurdle
European
Waterfall Type
Most LP-friendly
2%
Management Fee
Annual on committed capital
When to Use Waterfall Calculator
  • Modeling fund economics during fundraising
  • Negotiating LP terms and carry structure
  • Projecting GP compensation at different return levels
  • Comparing European vs American waterfall structures
  • Understanding when GPs start earning carry
  • Preparing investor presentations and term sheets
Common Mistakes to Avoid
Confusing European and American waterfalls
European = whole fund, return all capital first. American = deal-by-deal, calculate carry on each exit
Forgetting to compound the hurdle rate
An 8% hurdle means 8% per year, so a 5-year investment requires 1.469x return before carry
Not understanding catch-up mechanics
The catch-up ensures GPs ultimately receive their full carry % on all profits, not just incremental
💡 Pro Tips
  • European waterfalls can significantly reduce GP carry in moderate return scenarios
  • Some funds use a blended waterfall - European with American elements
  • The hurdle calculation may be simple (8% flat) or compounded annually
  • Clawback provisions require GPs to return excess carry if later investments underperform

Have questions about using this calculator? Check out our financial guides or contact us for help.

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