Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCMSX (SAAT CORE MARKET STRATEGY FUND SAAT CORE MARKET STRATEGY FUND – CLASS I) | 7.24% | 17.87% | 12.44% | 5.45% | 6.69% | 6.03% | 4.96% | … | … |
Data as of 06/03/2026, Common starting date is 03/30/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCMSX (SAAT CORE MARKET STRATEGY FUND SAAT CORE MARKET STRATEGY FUND – CLASS I) | 03/30/2004 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.41 | 17.87 | 12.44 | 5.45 | 6.69 | 6.03 | 4.96 | … | … | 7.24 | 15.46 | 8.17 | 10.46 | -13.90 | 7.82 | 9.64 | 17.90 | -6.19 | 11.48 | 7.36 | -1.50 | 4.18 | 6.96 | 12.22 | 1.93 | 10.84 | 19.99 | -27.43 | 2.91 | 8.12 | 5.67 | 6.40 |
| Sharpe Ratio | NA | 2.30 | 1.32 | 0.37 | 0.64 | NA | NA | … | … | 1.94 | 1.55 | 0.73 | 1.04 | -1.42 | 1.31 | 0.64 | 3.32 | -1.21 | 3.40 | 1.13 | -0.24 | 0.88 | 1.14 | 2.18 | 0.18 | 1.44 | 1.80 | -1.68 | -0.04 | 0.82 | 0.71 | 1.35 |
| Standard Deviation(%) | NA | 6.80 | 7.29 | 7.92 | 7.99 | NA | NA | … | … | 8.33 | 8.14 | 6.27 | 6.57 | 10.86 | 5.96 | 14.55 | 4.95 | 6.26 | 3.19 | 6.31 | 6.44 | 4.73 | 6.05 | 5.61 | 10.63 | 7.45 | 11.06 | 16.88 | 6.51 | 5.74 | 4.83 | 5.49 |
| Draw Down(%) | NA | 5.75 | 8.03 | 19.87 | 20.79 | NA | NA | … | … | 5.75 | 8.03 | 3.21 | 6.65 | 19.09 | 3.32 | 20.79 | 2.36 | 10.77 | 1.40 | 4.43 | 8.78 | 4.31 | 6.85 | 4.61 | 10.29 | 5.93 | 13.77 | 34.08 | 5.04 | 4.41 | 3.08 | 4.89 |
| Yield(%) | 0.00 | 2.78 | 2.79 | 4.33 | 4.61 | 4.25 | 3.73 | … | … | 0.38 | 2.82 | 2.52 | 2.64 | 7.31 | 8.64 | 4.08 | 5.25 | 3.22 | 1.67 | 5.28 | 1.22 | 2.57 | 1.49 | 3.26 | 3.45 | 3.61 | 1.20 | 3.44 | 4.53 | 3.79 | 2.74 | 2.10 |
Data as of 06/03/2026, Common starting date is 03/30/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCMSX (SAAT CORE MARKET STRATEGY FUND SAAT CORE MARKET STRATEGY FUND – CLASS I) |
-10.19%
Feb 2006 – Feb 2009 |
-1.09%
Apr 2004 – Apr 2009 |
2.60%
Feb 2006 – Feb 2016 |
2.77%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCMSX (SAAT CORE MARKET STRATEGY FUND SAAT CORE MARKET STRATEGY FUND – CLASS I) |
15.99%
Feb 2009 – Feb 2012 |
12.48%
Feb 2009 – Feb 2014 |
8.04%
Feb 2009 – Feb 2019 |
6.94%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart