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SABTX: SA US Value (MUTUAL FUND)
Basic Info 21.26 0.16(0.76%) April 19
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (74%) |
Start Date: | 08/05/1999 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 6.94% |
Expenses | 0.73% |
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Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 08/05/1999 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.6 | 6.2 | 16.1 | 6.4 | 8.7 | 8.3 | 12.3 | 6.8 | 5.8 | 9.9 | -6.3 | 27.1 | -2.1 | 24.9 | -12.1 | 18.5 | 18.2 | -3.4 | 8.5 | 39.5 | 21.1 | -4.1 | 19.4 | 28.1 | -43.6 | -6.2 | 11.1 | 4.8 | 13.2 | 36.0 | -24.7 | 0.5 | 8.2 | -5.9 |
Sharpe Ratio | NA | 2.25 | 1.18 | 0.28 | 0.31 | 0.39 | NA | NA | 0.21 | 0.42 | -0.36 | 1.78 | -0.06 | 1.73 | -0.79 | 2.15 | 1.17 | -0.21 | 0.67 | 3.03 | 1.4 | -0.15 | 0.89 | 0.73 | -0.93 | -0.54 | 0.62 | 0.23 | 1.02 | 1.86 | -0.93 | -0.09 | 0.21 | -1.38 |
Draw Down(%) | NA | 3.8 | 10.7 | 20.4 | 42.1 | 42.1 | NA | NA | 68.5 | 10.7 | 20.4 | 7.1 | 42.1 | 8.6 | 23.0 | 4.5 | 12.4 | 14.5 | 10.4 | 5.8 | 13.2 | 27.2 | 19.0 | 36.6 | 56.0 | 17.3 | 8.0 | 7.4 | 8.9 | 17.8 | 40.1 | 27.9 | 17.0 | 11.6 |
Standard Deviation(%) | NA | 10.3 | 12.0 | 16.6 | 23.0 | 19.1 | NA | NA | 21.9 | 13.8 | 21.5 | 15.2 | 40.0 | 13.6 | 17.0 | 8.3 | 15.4 | 16.5 | 12.7 | 13.1 | 15.2 | 27.9 | 21.7 | 38.5 | 48.0 | 17.1 | 12.8 | 11.4 | 12.1 | 19.0 | 27.9 | 20.7 | 19.3 | 12.5 |
Treynor Ratio | NA | 0.22 | 0.13 | 0.04 | 0.06 | 0.07 | NA | NA | 0.04 | 0.05 | -0.07 | 0.24 | -0.02 | 0.2 | -0.13 | 0.16 | 0.16 | -0.03 | 0.08 | 0.35 | 0.18 | -0.04 | 0.16 | 0.23 | -0.41 | -0.1 | 0.07 | 0.03 | 0.12 | 0.33 | -0.26 | -0.02 | 0.05 | -0.33 |
Alpha | NA | 0.02 | 0.01 | -0.01 | -0.01 | -0.01 | NA | NA | 0.0 | 0.0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.03 | 0.0 | 0.0 | -0.01 | -0.02 | 0.0 | 0.01 | -0.02 | 0.01 | 0.02 | -0.03 | -0.03 | -0.04 | -0.01 | -0.01 | 0.0 | -0.02 | 0.05 | 0.01 | -0.08 |
Beta | NA | 1.05 | 1.1 | 1.12 | 1.11 | 1.11 | NA | NA | 1.08 | 1.1 | 1.12 | 1.15 | 1.1 | 1.15 | 1.06 | 1.13 | 1.14 | 1.05 | 1.12 | 1.14 | 1.18 | 1.16 | 1.17 | 1.21 | 1.08 | 0.97 | 1.07 | 0.97 | 1.06 | 1.07 | 0.98 | 0.95 | 0.87 | 0.53 |
RSquared | NA | 0.92 | 0.93 | 0.95 | 0.96 | 0.96 | NA | NA | 0.94 | 0.89 | 0.96 | 0.93 | 0.98 | 0.95 | 0.96 | 0.91 | 0.97 | 0.97 | 0.92 | 0.94 | 0.97 | 0.98 | 0.98 | 0.98 | 0.98 | 0.92 | 0.65 | 0.81 | 0.87 | 0.93 | 0.94 | 0.86 | 0.72 | 0.57 |
Yield(%) | N/A | 0.0 | 1.8 | 4.3 | 4.4 | 6.0 | 11.3 | 5.1 | N/A | 1.9 | 6.6 | 5.2 | 1.4 | 6.1 | 7.7 | 11.0 | 5.8 | 6.2 | 6.3 | 3.6 | 1.4 | 0.9 | 1.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.2 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -75.5 | -1.1 | -40.9 | 1163.0 | N/A | N/A | N/A | -75.5 | 56.2 | 242.3 | -71.7 | -37.4 | -24.6 | 119.1 | -16.0 | 0.0 | 130.4 | 206.7 | 50.0 | 0.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/05/1999
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