I've never tried lifting Chloe all the way up, but she does hang on until at least her front feet are off the ground and she has quite a grip. lol I don't have the strength to lift her up all the way, but I'm not sure if she'd hang on that long anyways.
Now, my ferrets on the other hand...if they have a hold of something that they don't want to let go, I can pick them up off the ground about three feet and they'll still dangle there. ^_^