Sanctum Multi Asset Portfolios -Generation

Multi Asset

Sanctum Wealth Private Limited

1 Month

-4.50%

6 Months

+5.26%

1 Year

+4.46%

3 Years

+14.74%

5 Years

-

Since Inception

+13.67%

AUM

₹88 Cr

Risk & Performance (vs NIFTY 500)

Volatility

10.16%

Sharpe Ratio

1.04

Sortino Ratio

0.84

Max Drawdown

-8.82%

Beta

0.63

Alpha

+7.00%

Information Ratio

0.57

Tracking Error

6.52%

Calmar Ratio

1.99

Up Capture

80.9%

Down Capture

36.2%

Win Rate

71.4%

Best Month

+6.68%

Worst Month

-8.82%