Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGOAX (SAAT MARKET GROWTH STRATEGY ALLOCATION FUND SAAT MARKET GROWTH STRATEGY ALLOCATION FUND – CLASS F EF) | 9.13% | 23.02% | 16.92% | 6.26% | 9.12% | 8.80% | 6.84% | … | … |
Data as of 06/04/2026, Common starting date is 11/18/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGOAX (SAAT MARKET GROWTH STRATEGY ALLOCATION FUND SAAT MARKET GROWTH STRATEGY ALLOCATION FUND – CLASS F EF) | 11/18/2003 | 06/04/2026 |
| 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 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.67 | 23.02 | 16.92 | 6.26 | 9.12 | 8.80 | 6.84 | … | … | 9.13 | 18.48 | 11.84 | 16.09 | -20.47 | 16.18 | 7.07 | 24.42 | -8.88 | 20.12 | 8.11 | -1.97 | 5.78 | 27.75 | 16.05 | -2.43 | 14.72 | 32.07 | -41.40 | 3.98 | 14.63 | 25.57 | 9.41 | 5.42 |
| Sharpe Ratio | NA | 2.00 | 1.16 | 0.26 | 0.47 | NA | NA | … | … | 1.64 | 1.10 | 0.81 | 1.13 | -1.04 | 1.32 | 0.21 | 2.18 | -0.75 | 3.13 | 0.60 | -0.15 | 0.55 | 2.72 | 1.32 | -0.11 | 0.87 | 1.30 | -1.17 | 0.06 | 1.13 | 0.48 | 1.11 | 9.63 |
| Standard Deviation(%) | NA | 10.37 | 11.92 | 14.35 | 15.89 | NA | NA | … | … | 12.10 | 14.29 | 10.18 | 11.07 | 21.23 | 12.27 | 31.80 | 10.51 | 13.76 | 6.25 | 13.12 | 13.00 | 10.56 | 10.21 | 12.19 | 22.13 | 16.73 | 24.67 | 36.06 | 14.43 | 9.94 | 48.74 | 7.60 | 5.98 |
| Draw Down(%) | NA | 8.13 | 14.38 | 26.15 | 34.51 | NA | NA | … | … | 8.13 | 14.38 | 6.23 | 10.30 | 23.66 | 7.77 | 34.51 | 5.71 | 18.72 | 1.99 | 11.92 | 12.11 | 8.40 | 6.17 | 11.04 | 20.90 | 14.15 | 25.21 | 50.59 | 10.10 | 9.82 | 27.30 | 6.49 | 0.98 |
| Yield(%) | 0.00 | 11.38 | 8.86 | 5.04 | 5.25 | 5.39 | 4.33 | … | … | 0.00 | 12.15 | 7.44 | 6.12 | 1.64 | 2.20 | 1.34 | 4.27 | 2.14 | 1.46 | 1.40 | 1.11 | 1.24 | 1.42 | 1.85 | 1.54 | 1.26 | 2.00 | 1.67 | 2.93 | 2.31 | 1.57 | 1.83 | 0.00 |
Data as of 06/04/2026, Common starting date is 11/18/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGOAX (SAAT MARKET GROWTH STRATEGY ALLOCATION FUND SAAT MARKET GROWTH STRATEGY ALLOCATION FUND – CLASS F EF) |
-17.54%
Feb 2006 – Feb 2009 |
-4.63%
Feb 2004 – Feb 2009 |
3.58%
Feb 2006 – Feb 2016 |
3.94%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGOAX (SAAT MARKET GROWTH STRATEGY ALLOCATION FUND SAAT MARKET GROWTH STRATEGY ALLOCATION FUND – CLASS F EF) |
24.74%
Feb 2009 – Feb 2012 |
21.58%
Feb 2009 – Feb 2014 |
13.54%
Feb 2009 – Feb 2019 |
10.94%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart