HPS Corporate Lending Fund
Provider: HPS
| Annualised Return | 11.38% |
| Realised Volatility | 2.6% |
| Downside Volatility | 1.13% |
| Max Drawdown | -1.33% |
| Winning months | 89.74% |
| Sharpe Ratio | 4.37 |
| Sortino Ratio | 10.05 |
| Calmar Ratio | 8.58 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.88% | 0.49% | 0.69% | 2.07% | |||||||||
| 2024 | 1.18% | 1.29% | 1.29% | 1.08% | 1.36% | 0.72% | 0.69% | 1.2% | 0.8% | 1% | 0.92% | 0.72% | 12.96% |
| 2023 | 2.77% | 1.6% | 0.18% | 0.92% | 0.96% | 1.94% | 1.44% | 1.51% | 1.79% | 0.62% | 1.26% | 1.09% | 17.29% |
| 2022 | 0.94% | 0.54% | -0.01% | -0.74% | -0.58% | 1.26% | 0.72% | -0.63% | 0.23% | 0.53% | 0.65% | 2.93% | 5.94% |