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

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

Key positives of the fund :

Liquid and scalable
Fixed income instruments that trade in public markets in the United States
No leverage
No derivatives (OTC or exchange traded)
No currency risk (only USD securities)
Sharpe ratio > 1.5
No lock-up
Zero management fees
Hard hurdle rate 5% (annual compounding)

Article : What matters most? Asymmetry-Howard Marks

Sanchi Credit Opportunities Fund

(A) Performance* (%)

(B) Positive Months : 64%

Date of inception : 1st July, 2022

*Performance is "Net returns", after fees/expenses

*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

(D) Sortino Ratio : 1.17