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Credit Interval Fund Index - Q4 2024

Q4 Performance Summary

Credit Interval Funds: +1.8%

  • The SKRADD-IFC Index gained 1.8% in Q4, marking the second consecutive quarter of positive returns across all constituents.

Investment-Grade Bonds: -2.6%

  • After a strong Q3, bonds retreated 2.6% in Q4. The Fed's shift in posturing, driven by persistent inflation concerns, caused interest-rate sensitive bonds to fall

Leveraged Loans: +2.5%

  • Leveraged loans posted a 2.5% return in Q4, supported by strong demand, limited supply, and sustained high interest rates.

Altidar High Return - Franklin BSP Private Credit Fund: +6.1%

  • Franklin BSP Private Credit Fund returned 6.1% in Q4 and also led all credit interval funds on the Altidar platform with a 12-month return of 15.3%. The fund employs a multi-strategy approach spanning direct lending, liquid high yield, structured credit, and special situations.

  • Per the fund’s quarterly commentary, special situations and event-driven strategies were key contributors, with the top two contributors, Fannie Mae and MicroStrategy, noted as “direct beneficiaries of the Trump election victory".

Altidar Low Return - BlueBay Destra International Event-Driven Credit Fund: -1.4%

  • BlueBay Destra International Event-Driven Credit posted the lowest return in Q4, down 1.4%. The fund invests in “event-driven credit opportunities” across five sub-strategies: Core Income, Stressed, Opportunistic, Distressed, and Credit Shorts.

  • For the fiscal year ended 9/30/24, the largest contributors included the Opportunistic, Stressed and Core Income sub-strategies. The Credit Shorts/Market Hedging sleeve was the detractor for the year.

Download Report

For an in-depth analysis, download the index update below. This report includes historical performance data, credit benchmark comparisons, and recent performance data for the credit-focused interval funds featured on the Altidar platform.




Want to explore the data? Download it in Excel format.

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