Know Your PMS · Monthly tearsheet
Sanctum Global Allocator
Month-end SEBI-filed returns only. No daily or weekly views. Stated benchmarks appear as labels; relative metrics show when present on the strategy payload.
As of Sep_202642 months filedBM: BenchmarkBM: NIFTY50TRI
CAGR
18.78%
Total return
82.65%
Max drawdown
-10.15%
Sharpe
1.47
Sortino
1.85
Calmar
1.85
Win months
66.67%
Best / worst month
10.2% / -5.4%
Monthly returns
Calendar heatmap · filed months only
Strategy Monthly Returns Data table
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2026 | 6.79% | 1.52% | -5.40% | 10.19% | 5.42% | -2.56% | -0.62% | 4.18% | -1.44% | – | – | – | 18.46% |
2025 | 3.62% | 0.23% | -4.80% | 0.44% | 6.48% | 4.27% | 3.44% | 3.37% | 5.05% | 1.54% | 0.87% | 2.49% | 30.01% |
2024 | -1.63% | 3.14% | 3.33% | -1.97% | 2.88% | 1.17% | 0.89% | 2.85% | 3.53% | -3.45% | 2.01% | -1.41% | 11.58% |
2023 | – | – | – | -0.50% | -0.94% | 3.28% | 3.86% | -2.95% | -4.22% | -3.34% | 7.97% | 3.63% | 6.29% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Aug_2023 | Oct_2023 | Dec_2023 | 10.15% | 4 mo |
| Mar_2026 | Mar_2026 | Apr_2026 | 5.40% | 1 mo |
| Mar_2025 | Mar_2025 | May_2025 | 4.80% | 2 mo |
| Oct_2024 | Oct_2024 | Jan_2025 | 3.45% | 3 mo |
| Jun_2026 | Jul_2026 | Aug_2026 | 3.16% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
11 mo
Longest loss streak
3 mo
Ann. volatility
12.12%
Downside deviation
10.16%