Blackstone Private Credit Fund
Provider: Blackstone
| Annualised Return | 9.78% |
| Realised Volatility | 2.17% |
| Downside Volatility | 0.2% |
| Max Drawdown | -2.39% |
| Winning months | 94.12% |
| Sharpe Ratio | 4.5 |
| Sortino Ratio | 48.89 |
| Calmar Ratio | 4.1 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.9% | 0.6% | 0.4% | 1.91% | |||||||||
| 2024 | 1% | 0.9% | 1.2% | 1% | 0.9% | 1% | 0.9% | 0.7% | 0.7% | 0.9% | 0.6% | 0.7% | 11.02% |
| 2023 | 1.9% | 0.8% | 0.6% | 1.2% | 0.4% | 1.3% | 1.3% | 1.1% | 1.6% | 0.7% | 1% | 1.5% | 14.24% |
| 2022 | 0.7% | 0.2% | 0.8% | 0.4% | -1.2% | -1.2% | 1.6% | 1.4% | -1.3% | 0.7% | 1.3% | 0.3% | 3.7% |
| 2021 | 1.5% | 1% | 1.1% | 1% | 1.4% | 1.2% | 0.6% | 0.8% | 0.9% | 0.8% | 0.6% | 1% | 12.57% |