Financial Calculators
A comprehensive suite of 27 interactive tools designed for hedge fund managers, analysts, and investors. Calculate fee structures, model leverage impacts, and run advanced portfolio analytics in real-time.
Fee & Return Mechanics
Hedge Fund Fee Calculator
Computes net return after standard 2/20 (management + performance) fee structure.
High-Water Mark Calculator
Shows when performance fees resume after a drawdown, based on prior peak NAV.
Hurdle Rate Impact Calculator
Models how a preferred return threshold changes performance fee payouts.
Net-of-Fees Return Calculator
Converts gross fund return into what an investor actually receives.
CAGR Calculator
Annualizes multi-period returns into a single compounded growth rate.
Leverage & Risk
Gross-to-Net Leverage Ratio Calculator
Computes a fund's leverage ratio from gross and net asset inputs.
Leverage Impact on Returns Calculator
Shows how a given leverage multiple amplifies gains and losses.
Value-at-Risk (VaR) Estimator
Simplified parametric VaR based on volatility and confidence level.
Over-Collateralization Ratio Calculator
Measures collateral posted vs. borrowing amount.
Strategy Leverage Comparison Tool
Benchmarks a user-input leverage ratio against live OFR strategy averages.
Gross vs Net Exposure Calculator
Separates long+short (gross) from long−short (net) book exposure.
Max Drawdown Calculator
Computes peak-to-trough decline from a return series.
Liquidity
Portfolio & Performance Metrics
Hedge Fund Allocation Sizing Calculator
Sizes a portfolio allocation adjusted for correlation.
Sharpe Ratio Calculator
Risk-adjusted return using volatility as the risk measure.
Sortino Ratio Calculator
Risk-adjusted return using downside volatility only.
Alpha/Beta Calculator
Measures excess return and market sensitivity vs. a benchmark.
Correlation Calculator
Computes correlation between fund returns and a benchmark index.
Counterparty & Concentration
Investor-Side / Eligibility
Accredited Investor / Qualified Purchaser Checker
Checks eligibility against US income/net-worth thresholds.
Minimum Investment Suitability Calculator
Flags whether a fund's minimum aligns with sound portfolio concentration.
Tax Treatment Estimator
High-level carried interest vs. ordinary income estimate (consult tax professional).