Sanctum Multi Asset Portfolios - Enhancement

Multi Asset

Sanctum Wealth Private Limited

1 Month

+1.52%

6 Months

+0.30%

1 Year

+12.11%

3 Years

+15.31%

5 Years

-

Since Inception

+13.77%

AUM

₹14 Cr

Risk & Performance (vs NIFTY 500)

Volatility

6.37%

Sharpe Ratio

1.42

Sortino Ratio

1.29

Max Drawdown

-6.42%

Beta

0.37

Alpha

+6.11%

Information Ratio

0.01

Tracking Error

9.89%

Calmar Ratio

2.50

Up Capture

57.8%

Down Capture

6.4%

Win Rate

78.0%

Best Month

+4.43%

Worst Month

-6.09%