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CFA Level I · Study Guide

Alternative Investments

5-8% of exam7 modulesModerate
Overview

Alternative Investments surveys non-traditional asset classes: private equity, hedge funds, real estate, commodities, and infrastructure. At Level I the emphasis is on understanding the structure, fees, return characteristics, and risks of each asset class rather than complex valuation. The topic is relatively lower-weighted (5–8%) but contains straightforward marks for candidates who memorise the key structures and fee mechanics.

Key Formulas

The formulas that appear most often

Hedge Fund Fee Calculation
Total Fee = Management Fee + Incentive Fee
Management fee on AUM (typically 1–2%); incentive fee on profits above hurdle (typically 20%)
Net Return to Investor (with high-water mark)
Incentive fee applies only to profits above the previous high-water mark
Prevents charging performance fees twice on the same gains
PE — Gross Multiple of Invested Capital (MOIC)
MOIC = Total Value Paid to Investors / Capital Invested
MOIC > 1 indicates positive return; does not adjust for time
PE — Internal Rate of Return (IRR)
NPV = 0 → solve for IRR from cash flows: [−Investment, CF₁, CF₂, ..., Exit Proceeds]
IRR adjusts for time unlike MOIC; PE funds target IRR > 20%
Cap Rate (Real Estate)
Cap Rate = NOI / Property Value
NOI = Net Operating Income; higher cap rate = lower value (like a yield); used to compare RE assets
Net Asset Value (NAV) per unit
NAV = (Total Assets − Total Liabilities) / Shares Outstanding
Private equity funds report NAV quarterly; real estate funds monthly
High-Yield Exam Areas

What actually gets tested

1

Private equity structures: LPs provide capital, GP manages the fund. Standard fee structure is "2 and 20" — 2% management fee on committed capital, 20% carried interest above the hurdle rate.

2

Hedge fund strategies: know the major types — long-short equity, global macro, event-driven (merger arbitrage, distressed), relative value (fixed income arbitrage, convertible arbitrage). Each has distinct risk characteristics.

3

Real estate: direct vs. indirect (REITs, real estate limited partnerships). REITs distribute at least 90% of taxable income, trade on exchanges, and provide liquidity that direct real estate lacks.

4

Commodities: can be held physically or via futures (most practical). Futures return = spot return + roll return + collateral return. Backwardation (futures < spot) provides positive roll return; contango (futures > spot) provides negative roll return.

Common Mistakes

Where candidates lose marks

Confusing committed capital (total capital pledged by LPs) with invested capital (capital actually drawn down). Management fees are often charged on committed capital during the investment period.

Treating hedge fund returns as directly comparable to traditional asset returns without adjusting for survivorship bias and backfill bias, which inflate reported returns significantly.

Forgetting that REITs are valued on funds from operations (FFO = Net Income + D&A − gains on property sales), not earnings, because depreciation charges are large and non-cash.

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