- ISIN
- US80343J5772
- Issuer
- Saratoga
- Inception Date
- Dec 28, 2017
- Category
- Diversified Portfolio
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SABIX Performance Chart
Saratoga Aggressive Balanced Allocation Portfolio (SABIX) is up 4.4% since the beginning of the year. SABIX is currently trading at $13 per share. Investors who bought $1,000 worth of SABIX shares 5 years ago would now be looking at an investment worth $1,406.
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Returns By Period
Saratoga Aggressive Balanced Allocation Portfolio (SABIX) has returned 4.38% so far this year and 10.89% over the past 12 months.
Saratoga Aggressive Balanced Allocation Portfolio
- 1D
- 1.36%
- 1M
- -2.09%
- 6M
- 2.85%
- YTD
- 4.38%
- 1Y
- 10.89%
- 3Y*
- 11.60%
- 5Y*
- 7.05%
- 10Y*
- —
- ALL TIME*
- 7.45%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SABIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 11, 2018, SABIX's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +9.4%, while the worst month was Mar 2020 at -12.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SABIX closed higher 51% of trading days. The best single day was Mar 25, 2020 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -9.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.49% | 0.73% | -5.17% | 6.64% | 2.64% | 2.18% | -3.73% | 4.38% | |||||
| 2025 | 3.31% | -2.30% | -3.70% | 0.52% | 4.61% | 3.74% | 1.28% | 1.74% | 1.63% | 0.77% | 0.99% | 0.01% | 13.01% |
| 2024 | 0.37% | 4.16% | 2.57% | -3.81% | 2.79% | 0.44% | 2.44% | 0.94% | 1.60% | -0.58% | 4.84% | -3.53% | 12.49% |
| 2023 | 5.61% | -1.67% | -0.70% | 0.10% | -0.70% | 4.96% | 2.22% | -1.42% | -2.97% | -2.27% | 6.57% | 5.16% | 15.20% |
| 2022 | -4.04% | -0.36% | 1.08% | -5.52% | 0.38% | -6.10% | 5.90% | -1.89% | -6.64% | 5.15% | 4.80% | -3.64% | -11.36% |
| 2021 | 0.36% | 2.60% | 2.62% | 3.24% | 0.58% | 0.98% | 0.00% | 1.79% | -2.79% | 3.86% | -2.29% | 3.31% | 14.93% |
Benchmark Metrics
Saratoga Aggressive Balanced Allocation Portfolio has an annualized alpha of -0.89%, beta of 0.67, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since January 11, 2018.
- This fund participated in 78.05% of S&P 500 Index downside but only 63.77% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.67 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.89%
- Beta
- 0.67
- R²
- 0.83
- Upside Capture
- 63.77%
- Downside Capture
- 78.05%
Expense Ratio
SABIX has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SABIX ranks 24 for risk / return — above 24% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Saratoga Aggressive Balanced Allocation Portfolio (SABIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SABIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.00 | -0.78 |
| Martin ratioReturn relative to average drawdown | 4.88 | 8.49 | -3.62 |
Dividends
Dividend History
Saratoga Aggressive Balanced Allocation Portfolio provided a 9.42% dividend yield over the last twelve months, with an annual payout of $1.19 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.19 | $1.19 | $0.37 | $0.30 | $0.69 | $1.12 | $0.20 | $0.38 | $0.28 |
Dividend yield | 9.42% | 9.83% | 3.12% | 2.81% | 7.12% | 9.63% | 1.82% | 3.72% | 3.06% |
Monthly Dividends
The table displays the monthly dividend distributions for Saratoga Aggressive Balanced Allocation Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.19 | $1.19 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $0.69 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.12 | $1.12 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Saratoga Aggressive Balanced Allocation Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Saratoga Aggressive Balanced Allocation Portfolio was 29.06%, occurring on Mar 24, 2020. Recovery took 160 trading sessions.
The current Saratoga Aggressive Balanced Allocation Portfolio drawdown is 3.73%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-29.06%Mar 2020 | 1mo 3d | 7mo 20d | 8mo 23dFeb 2020 - Nov 2020 | COVID crash2020 |
-17.20%Oct 2022 | 11mo 9d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 | Bear market2022 |
-14.59%Dec 2018 | 3mo 1d | 7mo 2d | 10mo 3dSep 2018 - Jul 2019 | Rate-hike selloffLate 2018 |
-14.58%Apr 2025 | 4mo 3d | 2mo 17d | 6mo 20dDec 2024 - Jun 2025 | 2025 selloff2025 |
-7.87%Mar 2026 | 1mo 18d | 18d | 2mo 6dFeb 2026 - Apr 2026 | — |
Drawdown Indicators
| SABIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.06% | -56.78% | +27.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -9.10% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -14.58% | -18.90% | +4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -17.20% | -25.43% | +8.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.73% | -1.58% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -4.09% | -10.70% | +6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.14% | -0.16% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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