Know Your PMS · Monthly tearsheet
Sanctum Indian Olympians
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_202668 months filedBM: BenchmarkBM: NIFTY50TRI
CAGR
9.82%
Total return
70.07%
Max drawdown
-15.73%
Sharpe
0.75
Sortino
0.70
Calmar
0.62
Win months
63.24%
Best / worst month
11.0% / -11.0%
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 | -3.48% | 1.10% | -10.97% | 9.64% | 0.38% | 2.61% | 3.33% | 1.47% | -5.60% | – | – | – | -2.89% |
2025 | -1.50% | -7.25% | 5.91% | 4.34% | 4.24% | 3.24% | -3.43% | -1.23% | 0.83% | 5.07% | 1.41% | -0.79% | 10.46% |
2024 | -2.55% | 1.65% | 1.88% | 1.10% | 1.48% | 6.71% | 3.59% | 0.76% | 2.89% | -6.71% | 0.96% | -2.06% | 9.46% |
2023 | -4.00% | -1.46% | -0.59% | 4.84% | 3.35% | 3.78% | 1.51% | -1.16% | 0.30% | -2.63% | 4.72% | 5.65% | 14.64% |
2022 | -2.65% | -2.53% | 2.56% | -1.31% | -3.57% | -4.68% | 10.98% | 4.59% | -3.61% | 4.16% | 2.84% | -4.01% | 1.56% |
2021 | – | 2.53% | 1.60% | -0.10% | 6.73% | 2.00% | 1.23% | 8.19% | 0.97% | 1.01% | -3.55% | 1.94% | 24.42% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Jun_2025 | 15.73% | 8 mo |
| Dec_2025 | Mar_2026 | Jul_2026 | 13.81% | 7 mo |
| Nov_2021 | Jun_2022 | Aug_2022 | 13.20% | 9 mo |
| Dec_2022 | Mar_2023 | Jun_2023 | 9.73% | 6 mo |
| Sep_2026 | Sep_2026 | Ongoing | 5.60% | 1 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
8 mo
Longest loss streak
4 mo
Ann. volatility
13.74%
Downside deviation
13.97%