As at May 2024
Metrics Credit Partners Diversified Australian Senior Loan Fund
Performance Summary as at May 2024
The Metrics Credit Partners Diversified Australian Senior Loan Fund has a track record of 11 years and has outperformed the Bloomberg AusBond Composite 0+ Yr benchmark since inception in June 2013, providing investors with an annualised return of 5.31% compared with the benchmark's return of 2.37% over the same period.
On a calendar year basis, the fund hasn't experienced any negative annual returns in the 11 years since its inception. Since inception in June 2013, the fund hasn't had any negative monthly returns and therefore hasn't experienced a drawdown. Over the same period, the index's largest drawdown was -13.2%.
The Manager has delivered these returns with 3.77% less volatility than the benchmark, contributing to a Sharpe ratio which has consistently remained above 1 over the past five years and which currently sits at 13.35 since inception. The fund has provided positive monthly returns 100% of the time in rising markets and 100% of the time during periods of market decline, contributing to an up-capture ratio since inception of 39% and a down-capture ratio of -58%.
Cumulative Returns Fund Index
Metrics Credit Partners Diversified Australian Senior Loan Fund - Cumulative Performance vs Bloomberg AusBond Composite 0+ Yr Index
Drawdowns Fund Index
Drawdown%
Quintile Ranking vs. Fixed Income - Debt as at May 2024
The performance of the Metrics Credit Partners Diversified Australian Senior Loan Fund ranked it in the first or second quintile for all KPIs over 7 years, while over 3 & 5 years the fund ranked in the first or second quintile for all KPIs except Total Return and Volatility. Over 1 year it ranked in the first quintile for all KPIs except Total Return and Sharpe.