Quantitative Credit Strategy
Separately Managed Account - V
(A) Performance* (%)
(B) Sharpe Ratio : -0.8
(C) Sortino Ratio : -1.0
(D) Positive Months : 50%
Date of inception : 10th March, 2023
Date of closure : 23rd June, 2023
*Performance is "Gross returns", before fees (TWRR) for all, except SMA - V (which is net of fees)
*US Agg (LBUSTRUU Index) :The Bloomberg U.S. Aggregate Bond Index is an unmanaged, market-value weighted index comprised of taxable U.S. investment grade, fixed rate bond market securities, including government, government agency, corporate, asset-backed, and mortgage-backed securities between one and 10 years
*BBB Index (LCB1TRUU) : Baa rated fixed-rate taxable corporate bonds issued by US & non-US issuers
*HY Index (LF98TRUU) : High yield fixed-rate corporate bonds in US markets
® Logo & Name of Sanchi Investment Management, are Registered Trademarks protected by Law. All rights reserved
%20COLOR%20Sanchi%20Investment%20Management.png)