Sanctum Multi Asset Portfolios - Enhancement

Multi Asset

Sanctum Wealth Private Limited

1 Month

-3.22%

6 Months

+3.36%

1 Year

+5.59%

3 Years

+13.85%

5 Years

-

Since Inception

+12.56%

AUM

₹14 Cr

Risk & Performance (vs NIFTY 500)

Volatility

6.74%

Sharpe Ratio

1.12

Sortino Ratio

1.00

Max Drawdown

-6.42%

Beta

0.38

Alpha

+5.43%

Information Ratio

0.09

Tracking Error

9.87%

Calmar Ratio

2.27

Up Capture

57.8%

Down Capture

12.2%

Win Rate

76.2%

Best Month

+4.43%

Worst Month

-6.09%