Strength
Paid well for the ride
Sharpe of 2.38 means return more than paid for the volatility on this sample. Sortino sits at 1.84.
Sanctum Multi Asset Portfolios - Enhancement Performance
MULTI ASSETNifty Multi-Asset
Filed monthly returns, with return next to max drawdown. Watch, compare up to four, or open the tearsheet.
Sanctum Wealth Private Limited
Age: 42 months
Trailing return from filed months
- 1Y
- 5.54%
- 3Y
- 13.80%
- 5Y
- Needs 60 months
- CAGR
- 14.57%
- Max DD
- -6.42%
- Calmar
- 2.27
- Track
- 42 months
As of…Tearsheet
Research sheet
Monthly tearsheet
Growth of ₹100, underwater drawdown, rolling 12-month returns, and worst episodes from month-end SEBI filings only.
Rolling CAGR (3Y)
15.41%
Survivorship note
Universe includes currently available strategies. Discontinued or merged strategies are disclosed in our changelog.
Read of the numbers
Reported metrics only · not advice
Strength
Shallow peak-to-trough
Worst drop was -6.4%. Typical drawdowns ran nearer -0.6%. Milder than most equity PMS paths on file.
Strength
Green months were normal
+76.2% of months finished up. Losses exist, but they were not the default month.
Strength
Steady month pattern
Consistency lands near 78%. Month-to-month results did not whip around as much as a typical equity book.
Total Return
66.35%
Annualised Return
14.57%
Hit Rate
76.19%
Maximum Drawdown
-6.42%
Annualised Volatility
6.37%
Sharpe Ratio
2.38
Sortino Ratio
1.84
Consistency Score
78.0%
PPerformance(30)RRisk(13)CConsistency(9)
- Best Year Return P
- 18.41%
- Worst Year Return P
- 3.15%
- Median Annual Return P
- 16.71%
- Average Monthly Return P
- 1.27%
- Geometric Mean Return P
- 1.25%
- Average Drawdown P
- -0.63%
- Median Drawdown P
- 0.00%
- Max Drawdown Duration P
- 7 mo
- Average Drawdown Duration P
- 4 mo
- Return / Max Drawdown P
- 2.27
- Return / Avg Drawdown P
- 25.61
- Ulcer Index P
- 1.47%
- Positive Rolling Periods % P
- 73.17%
- Return Stability Score P
- 54.34
- Return Persistence P
- 0.03
- Worst Rolling 12M Return P
- 8.45%
- Best Rolling 12M Return P
- 27.32%
- Maximum Monthly Loss P
- -6.09%
- Worst 3-Month Period P
- -3.41%
- Worst 6-Month Period P
- -1.57%
- Return Smoothness Index P
- 38.67
- Pain Adjusted Return P
- 25.61%
- Worst Case Investor Entry P
- 8.45%
- Capital Preservation Score P
- 93.58%
- Aggressiveness Score P
- 1.84%
- Recovery Efficiency P
- 2.27
- Downside Volatility R
- 6.63%
- Upside Volatility R
- 3.77%
- Time in Drawdown % R
- 36.59%
- VaR 95% R
- -1.76%
- VaR 99% R
- -3.02%
- CVaR 95% R
- -6.09%
- CVaR 99% R
- -6.09%
- Semi Variance R
- 0.0004
- Volatility of Drawdowns R
- 1.27%
- CAGR per Unit Drawdown R
- 2.50
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- 3.15%
- Return Skewness C
- -1.52
- Return Kurtosis C
- 5.21
- Coefficient of Variation C
- 1.45
- Calmar Ratio C
- 2.27
- Sterling Ratio C
- 2.50
- Burke Ratio C
- 2.04
Filings
Month-end SEBI filings. Missing months stay blank.
Sanctum Multi Asset Portfolios - Enhancement performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has Sanctum Multi Asset Portfolios - Enhancement performed?
- Sanctum Multi Asset Portfolios - Enhancement (Sanctum Wealth Private Limited) shows CAGR 14.57% and max drawdown -6.42% on Know Your PMS from SEBI month-end TWRR filings. A short window says how many months it still needs. A gap on a longer track stays Not reported. Learn more
- What is Sanctum Multi Asset Portfolios - Enhancement CAGR / max drawdown?
- CAGR is 14.57%; max drawdown is -6.42%. We only publish CAGR when there are enough months (≥12 on this track of 42 months). Learn more
- Where do Sanctum Multi Asset Portfolios - Enhancement returns come from?
- Returns are derived from SEBI-disclosed monthly 1M TWRR filings. Know Your PMS never invents zeros for unfiled months. Learn more
- Why might a window say Not reported?
- Trailing 1Y, 3Y, and 5Y need that many consecutive months. A short track says Needs 12 months, Needs 36 months, or Needs 60 months. A longer track with a missing month stays Not reported. Learn more
- How do I re-underwrite Sanctum Multi Asset Portfolios - Enhancement?
- Read as-of and track length first. CAGR says Needs 12 months below 12 filed months. Watch for new filings, add 2–4 peers on Compare for the same as-of, then export or open the tearsheet. Not advice. Learn more
- Is this a recommendation to invest?
- No. Know Your PMS is research-only: no commissions, no execution, no advice. Use compare to shortlist 2–4 on the same as-of for your own diligence. Learn more