Sand on a concrete base should be okay, but it may be more prone to washing away -- so you might want to put some kind of edging around the run, such as 4"-high landscape timbers, plasting lawn edging, or paver blocks, to contain the sand.
Also, if you put down a 2" layer of coarse sand, then put 2" or more of finer sand on top of it, that will help promote drainage. The chickens will of course dig and and mix it up, but that's okay as it will still be good for drainage. You can add more sand to replace what's kicked out.
I have a run that is mostly dirt, and I sweep as needed to remove poop and debris. But a portion of the run is sand: I dug a pit and filled it with sand mixed with woodstove ashes for a dustbath. My run is covered with hardware cloth/mesh and resin trellis (to keep varmints out). A tarp covers the part of the run where the dustbarth pit is, and it keeps the sand dry so the chickens can use their dustbath even on rainy days. If your run is covered with wire, you could try adding a similar rain covering and that might help make sand less prone to getting washed away, and it also will not have as much moisture to have to drain off.