Sanctum Core Europe Adaptive Factsheet History
Sanctum Core Europe Adaptive is designed to outperform the FTSE Developed EU Ex UK index in terms of return whilst giving similar levels of volatility. Our back test results show a projected return over 16 years of 570%, vs. an index return with an associated annualised volatility of 18% vs. 17% for the index.
The following charts show our indicative performance over a 16 year back-test with returns converted from EUR to GBP and 49bps fees and 75bps slippage applied.
Back-tested cumulative returns (daily)
Key Statistics
| | Portfolio | Index |
| Cumulative Return | 571% | 295% |
| Annualised Return | 12% | 9% |
| Best Month Return | 12% | 13% |
| Worst Month Return | -12% | -11% |
| Maximum Drawdown | -30% | -26% |
| Annualised Volatility | 17% | 18% |
| Sharpe Ratio | 0.72 | 0.48 |
Disclaimer
Kindly note we are only able to provide our investment management services to Professional Investors and we cannot deal with Retail investors. We would recommend that you seek independent advice from a finance professional if you are unsure about your status. Please click below to continue.
IMPORTANT:
Sanctum Financial Investment has no connection with Sanctum Asset Management. Please see notification from the Financial Conduct Authority for further information.