High Water Mark (HWM) vs Non High Water Mark defination for MAM Investor.

A High Water Mark represents the highest value that an account has reached after accounting for both profits and losses. It serves as a benchmark to calculate performance fees.

With the High Water Mark in place, performance fees are only assessed on gains that surpass this level. For example, if an account's value hits USD 10,000 and then drops, no performance fees are charged on gains until the account surpasses USD 10,000 again.

Example:

  • An account starts with $10,000 and grows to $12,000. The High Water Mark is now $12,000.
  • If the account then drops to $11,000, the High Water Mark remains $12,000.
  • Performance fees won’t be charged again until the account value exceeds $12,000.

Fees are charged only on profits above the previous highest account value. This structure is more favorable to investors because it protects them from paying fees on profit recovery.


A Non-High Water Mark structure, performance fees are charged on profits without considering previous highs. As long as the account shows any profit, fees can be collected, even if the account has previously lost money.

Without HWM, investors may pay performance fees even when the account is just recovering from prior losses.

Example:

  • An account grows from $10,000 to $12,000, then drops to $11,000.
  • If it rises to $11,500, performance fees could be charged on the $1,500 gain from the initial $10,000, despite not reaching the previous high of $12,000.

Fees are charged on any positive return, regardless of previous losses. This can lead to more frequent fees but may not align with investor interests, as fees can apply to profit recovery.