Sanchi Credit Opportunities Fund (SCOF)

This is a systematic quantitative credit strategy. 

 

Target Return : ~25% p.a (net of all fees & expenses), in any 5-year period

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This fund provides meaningful and differentiated returns compared to any credit/fixed income public market fund. Fund was launched on July 1st, 2022.

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Key positives of the fund :

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1. ​Liquid and scalable 

2. Fixed income instruments that trade in public markets in the United States

3. No leverage

4. No derivatives (OTC or exchange traded)

5. No currency risk (only USD securities)

6. Sharpe ratio > 1.5

7. No lock-up

8. Zero management fees

9. Hard hurdle rate 5% (annual compounding)

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Possible downsides :

 

    1. Upto 20% drawdown in one year, over a five year cycle

    2. No dividends

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