Strength
Paid well for the ride
Sharpe of 1.90 means return more than paid for the volatility on this sample. Sortino sits at 1.43.
Sanctum Multi Asset Portfolios - Generation 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
- 4.43%
- 3Y
- 14.69%
- 5Y
- Needs 60 months
- CAGR
- 17.54%
- Max DD
- -8.82%
- Calmar
- 1.99
- 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)
17.71%
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 -8.8%. Typical drawdowns ran nearer -1.2%. Milder than most equity PMS paths on file.
Strength
Green months were normal
+71.4% of months finished up. Losses exist, but they were not the default month.
Strength
Steady month pattern
Consistency lands near 73%. Month-to-month results did not whip around as much as a typical equity book.
Total Return
84.36%
Annualised Return
17.54%
Hit Rate
71.43%
Maximum Drawdown
-8.82%
Annualised Volatility
9.75%
Sharpe Ratio
1.90
Sortino Ratio
1.43
Consistency Score
73.2%
PPerformance(31)RRisk(13)CConsistency(9)
- Best Year Return P
- 27.99%
- Worst Year Return P
- 3.05%
- Median Annual Return P
- 18.23%
- Average Monthly Return P
- 1.54%
- Geometric Mean Return P
- 1.50%
- Average Drawdown P
- -1.23%
- Median Drawdown P
- 0.00%
- Max Drawdown Duration P
- 7 mo
- Average Drawdown Duration P
- 3 mo
- Time to Recovery P
- 5 mo
- Return / Max Drawdown P
- 1.99
- Return / Avg Drawdown P
- 15.91
- Ulcer Index P
- 2.60%
- Positive Rolling Periods % P
- 73.17%
- Return Stability Score P
- 35.52
- Return Persistence P
- 0.01
- Worst Rolling 12M Return P
- 5.48%
- Best Rolling 12M Return P
- 36.18%
- Maximum Monthly Loss P
- -8.82%
- Worst 3-Month Period P
- -6.50%
- Worst 6-Month Period P
- -6.55%
- Return Smoothness Index P
- 24.94
- Pain Adjusted Return P
- 15.91%
- Worst Case Investor Entry P
- 5.48%
- Capital Preservation Score P
- 91.18%
- Aggressiveness Score P
- 2.82%
- Recovery Efficiency P
- 1.99
- Downside Volatility R
- 9.32%
- Upside Volatility R
- 5.63%
- Time in Drawdown % R
- 36.59%
- VaR 95% R
- -3.09%
- VaR 99% R
- -5.01%
- CVaR 95% R
- -6.17%
- CVaR 99% R
- -8.82%
- Semi Variance R
- 0.0007
- Volatility of Drawdowns R
- 2.24%
- CAGR per Unit Drawdown R
- 2.22
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- 3.05%
- Return Skewness C
- -1.19
- Return Kurtosis C
- 3.50
- Coefficient of Variation C
- 1.83
- Calmar Ratio C
- 1.99
- Sterling Ratio C
- 2.22
- Burke Ratio C
- 1.32
Filings
Month-end SEBI filings. Missing months stay blank.
Sanctum Multi Asset Portfolios - Generation performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has Sanctum Multi Asset Portfolios - Generation performed?
- Sanctum Multi Asset Portfolios - Generation (Sanctum Wealth Private Limited) shows CAGR 17.54% and max drawdown -8.82% 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 - Generation CAGR / max drawdown?
- CAGR is 17.54%; max drawdown is -8.82%. We only publish CAGR when there are enough months (≥12 on this track of 42 months). Learn more
- Where do Sanctum Multi Asset Portfolios - Generation 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 - Generation?
- 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