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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​Liquid and scalable
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Fixed income instruments that trade in public markets in the United States
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No leverage
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No derivatives (OTC or exchange traded)
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No currency risk (only USD securities)
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Sharpe ratio > 1.5
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No lock-up
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Zero management fees
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Hard hurdle rate 5% (annual compounding)
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Sanchi Credit Opportunities Fund
(A) Performance* (%)
(B) Positive Months : 64%
(C) Sharpe Ratio : 0.57
Date of inception : 1st July, 2022
*Performance is "Net returns", after fees/expenses
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*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.
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*BBB Index (LCB1TRUU) : Baa rated fixed-rate taxable corporate bonds issued by US & non-US issuers
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*HY Index (LF98TRUU) : High yield fixed-rate corporate bonds in US markets
(D) Sortino Ratio : 1.17
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