Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SOKAX (SAAT CORE MARKET STRATEGY FUND SAAT CORE MARKET STRATEGY FUND – CLASS F EFFECTIVE 1-31-2017 (FORMERL) | 5.15% | 15.15% | 11.39% | 2.45% | 4.87% | 4.84% | 4.50% | … | … |
Data as of 06/05/2026, Common starting date is 03/30/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOKAX (SAAT CORE MARKET STRATEGY FUND SAAT CORE MARKET STRATEGY FUND – CLASS F EFFECTIVE 1-31-2017 (FORMERL) | 03/30/2004 | 06/05/2026 |
| 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 (%) | -1.45 | 15.15 | 11.39 | 2.45 | 4.87 | 4.84 | 4.50 | … | … | 5.15 | 15.10 | 7.85 | 9.97 | -19.23 | 3.20 | 6.78 | 17.13 | -6.23 | 11.76 | 7.52 | -3.13 | 4.34 | 7.32 | 12.50 | 2.23 | 11.96 | 22.40 | -25.26 | 4.34 | 8.42 | 3.78 | 5.36 |
| Sharpe Ratio | NA | 1.77 | 1.11 | -0.01 | 0.39 | NA | NA | … | … | 1.15 | 1.49 | 0.69 | 0.97 | -1.67 | 0.43 | 0.44 | 3.14 | -1.21 | 3.44 | 1.15 | -0.50 | 0.91 | 1.22 | 2.23 | 0.21 | 1.61 | 2.03 | -1.57 | 0.19 | 0.96 | 0.32 | 1.10 |
| Standard Deviation(%) | NA | 7.05 | 7.33 | 8.62 | 8.39 | NA | NA | … | … | 8.59 | 8.21 | 6.16 | 6.59 | 12.41 | 7.42 | 14.76 | 4.99 | 6.30 | 3.24 | 6.34 | 6.28 | 4.75 | 5.99 | 5.63 | 10.64 | 7.38 | 10.98 | 16.65 | 6.41 | 5.25 | 4.81 | 5.51 |
| Draw Down(%) | NA | 5.71 | 8.02 | 24.05 | 24.05 | NA | NA | … | … | 5.71 | 8.02 | 3.30 | 6.84 | 19.73 | 7.23 | 20.89 | 2.35 | 10.96 | 1.43 | 4.40 | 8.67 | 4.27 | 6.87 | 4.60 | 10.25 | 5.53 | 13.79 | 34.01 | 5.00 | 4.68 | 3.22 | 5.00 |
| Yield(%) | 0.00 | 2.89 | 3.14 | 3.10 | 3.83 | 3.81 | 3.79 | … | … | 0.00 | 3.42 | 3.03 | 3.14 | 3.87 | 5.17 | 2.54 | 5.82 | 3.83 | 2.12 | 5.95 | 2.90 | 2.93 | 1.79 | 3.68 | 3.81 | 5.19 | 4.01 | 5.55 | 6.15 | 4.49 | 1.74 | 2.11 |
Data as of 06/05/2026, 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 |
|---|---|---|---|---|
| SOKAX (SAAT CORE MARKET STRATEGY FUND SAAT CORE MARKET STRATEGY FUND – CLASS F EFFECTIVE 1-31-2017 (FORMERL) |
-8.76%
Feb 2006 – Feb 2009 |
-0.72%
Apr 2004 – Apr 2009 |
1.87%
Oct 2013 – Oct 2023 |
2.67%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOKAX (SAAT CORE MARKET STRATEGY FUND SAAT CORE MARKET STRATEGY FUND – CLASS F EFFECTIVE 1-31-2017 (FORMERL) |
17.27%
Feb 2009 – Feb 2012 |
13.33%
Feb 2009 – Feb 2014 |
8.32%
Feb 2009 – Feb 2019 |
6.10%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart