Know Your PMS · Monthly tearsheet
Sanctum Multi Asset Portfolios - Shield
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: NIFTYMULTIASSETBM: BenchmarkBM: NSEMULTIASSET
CAGR
11.19%
Total return
44.95%
Max drawdown
-3.57%
Sharpe
2.63
Sortino
2.11
Calmar
3.13
Win months
83.33%
Best / worst month
2.9% / -3.6%
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 | 2.93% | 0.13% | -3.57% | 2.25% | 0.65% | -0.33% | 0.73% | 1.46% | -1.84% | – | – | – | 2.27% |
2025 | 1.20% | -0.26% | 2.18% | 2.43% | 1.41% | 0.83% | 0.32% | 0.40% | 2.37% | 2.03% | 1.22% | 0.73% | 15.87% |
2024 | 0.95% | 1.32% | 1.66% | 1.25% | 0.87% | 1.54% | 1.14% | 1.18% | 1.35% | -0.25% | -0.27% | -0.18% | 11.06% |
2023 | – | – | – | 1.34% | 1.30% | 0.54% | 1.37% | 0.24% | 0.07% | 0.43% | 2.27% | 2.18% | 10.14% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Mar_2026 | Mar_2026 | Aug_2026 | 3.57% | 5 mo |
| Sep_2026 | Sep_2026 | Ongoing | 1.84% | 1 mo · open |
| Oct_2024 | Dec_2024 | Jan_2025 | 0.70% | 3 mo |
| Feb_2025 | Feb_2025 | Mar_2025 | 0.26% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
18 mo
Longest loss streak
3 mo
Ann. volatility
4.03%
Downside deviation
5.31%