Strength
Paid well for the ride
Sharpe of 3.00 means return more than paid for the volatility on this sample. Sortino sits at 2.11.
Sanctum Multi Asset Portfolios - Shield 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
- 6.39%
- 3Y
- 11.36%
- 5Y
- Needs 60 months
- CAGR
- 11.19%
- Max DD
- -3.57%
- Calmar
- 3.13
- 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)
11.95%
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 -3.6%. Typical drawdowns ran nearer -0.2%. Milder than most equity PMS paths on file.
Strength
Green months were normal
+83.3% of months finished up. Losses exist, but they were not the default month.
Strength
Steady month pattern
Consistency lands near 85%. Month-to-month results did not whip around as much as a typical equity book.
Total Return
47.67%
Annualised Return
11.19%
Hit Rate
83.33%
Maximum Drawdown
-3.57%
Annualised Volatility
3.84%
Sharpe Ratio
3.00
Sortino Ratio
2.11
Consistency Score
85.4%
PPerformance(31)RRisk(13)CConsistency(9)
- Best Year Return P
- 15.87%
- Worst Year Return P
- 4.19%
- Median Annual Return P
- 10.60%
- Average Monthly Return P
- 0.96%
- Geometric Mean Return P
- 0.96%
- Average Drawdown P
- -0.22%
- Median Drawdown P
- 0.00%
- Max Drawdown Duration P
- 5 mo
- Average Drawdown Duration P
- 3 mo
- Time to Recovery P
- 5 mo
- Return / Max Drawdown P
- 3.13
- Return / Avg Drawdown P
- 55.61
- Ulcer Index P
- 0.70%
- Positive Rolling Periods % P
- 73.17%
- Return Stability Score P
- 90.20
- Return Persistence P
- 0.05
- Worst Rolling 12M Return P
- 9.35%
- Best Rolling 12M Return P
- 18.31%
- Maximum Monthly Loss P
- -3.57%
- Worst 3-Month Period P
- -1.27%
- Worst 6-Month Period P
- -0.24%
- Return Smoothness Index P
- 64.62
- Pain Adjusted Return P
- 55.61%
- Worst Case Investor Entry P
- 9.35%
- Capital Preservation Score P
- 96.43%
- Aggressiveness Score P
- 1.11%
- Recovery Efficiency P
- 3.13
- Downside Volatility R
- 4.69%
- Upside Volatility R
- 2.52%
- Time in Drawdown % R
- 21.95%
- VaR 95% R
- -0.86%
- VaR 99% R
- -1.62%
- CVaR 95% R
- -3.57%
- CVaR 99% R
- -3.57%
- Semi Variance R
- 0.0002
- Volatility of Drawdowns R
- 0.62%
- CAGR per Unit Drawdown R
- 3.38
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- 4.19%
- Return Skewness C
- -1.55
- Return Kurtosis C
- 5.80
- Coefficient of Variation C
- 1.15
- Calmar Ratio C
- 3.13
- Sterling Ratio C
- 3.38
- Burke Ratio C
- 2.74
Filings
Month-end SEBI filings. Missing months stay blank.
Sanctum Multi Asset Portfolios - Shield performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has Sanctum Multi Asset Portfolios - Shield performed?
- Sanctum Multi Asset Portfolios - Shield (Sanctum Wealth Private Limited) shows CAGR 11.19% and max drawdown -3.57% 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 - Shield CAGR / max drawdown?
- CAGR is 11.19%; max drawdown is -3.57%. We only publish CAGR when there are enough months (≥12 on this track of 42 months). Learn more
- Where do Sanctum Multi Asset Portfolios - Shield 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 - Shield?
- 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