medium · Private Credit fund-structures-returns-economics

A private credit fund manager is evaluated on their 'Loss Ratio'.

What does this metric specifically measure?

  1. Management fee income the manager loses to fund-level operating expenses each year.
  2. The decrease in valuation of public equities the fund holds in its short-term liquidity reserve.
  3. The percentage of sourced deal opportunities the manager rejects during initial screening.
  4. The percentage of invested capital that was lost due to borrower defaults and restructurings.

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