Metrics Credit Partners Credit Trust

Performance Summary as at March 2024

The Metrics Credit Partners Credit Trust has a track record of 5 years and 3 months and has outperformed the Bloomberg AusBond Composite 0+ Yr benchmark since inception in January 2019, providing investors with an annualised return of 11.67% compared with the benchmark's return of 0.81% over the same period.

On a calendar year basis, the fund hasn't experienced any negative annual returns in the 5 years and 3 months since its inception. Since inception in January 2019, 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 2.09% 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 2.83 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 87% and a down-capture ratio of -76%.