Sterling Capital Behavioral International Equity Fund (SBIIX)
The fund will invest, under normal circumstances, at least 80% of its net assets plus borrowings for investment purposes in equity securities of foreign (non-U.S.) companies. Normally, it primarily invests in "developed market" equity securities, which encompasses markets included in the MSCI EAFE Index and other markets with similar characteristics. The fund also may invest in securities of real estate investment trusts and exchange-traded funds. It may invest in securities of issuers of any capitalization range.
Fund Info
ISIN | US85917K6459 |
---|---|
CUSIP | 85917K645 |
Issuer | Sterling Capital |
Inception Date | Nov 27, 2014 |
Category | Foreign Large Cap Equities |
Min. Investment | $10,000,000 |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
The Sterling Capital Behavioral International Equity Fund has a high expense ratio of 0.67%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sterling Capital Behavioral International Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Sterling Capital Behavioral International Equity Fund had a return of 6.74% year-to-date (YTD) and 20.66% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 6.74% | 10.16% |
1 month | 3.89% | 3.47% |
6 months | 15.93% | 22.20% |
1 year | 20.66% | 30.45% |
5 years (annualized) | 4.88% | 13.16% |
10 years (annualized) | N/A | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.11% | 2.85% | ||||||||||
2023 | -2.81% | -2.14% | -4.05% | 8.67% | 4.62% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for Sterling Capital Behavioral International Equity Fund (SBIIX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Sterling Capital Behavioral International Equity Fund | 1.86 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
Sterling Capital Behavioral International Equity Fund granted a 4.66% dividend yield in the last twelve months. The annual payout for that period amounted to $0.47 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.47 | $0.47 | $0.26 | $0.45 | $0.24 | $0.35 | $0.71 | $0.45 | $0.17 | $0.22 | $0.03 |
Dividend yield | 4.66% | 4.97% | 3.19% | 4.78% | 2.79% | 3.51% | 7.98% | 3.87% | 1.72% | 2.33% | 0.26% |
Monthly Dividends
The table displays the monthly dividend distributions for Sterling Capital Behavioral International Equity Fund. 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 |
2019 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 |
2014 | $0.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Sterling Capital Behavioral International Equity Fund. 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 Sterling Capital Behavioral International Equity Fund was 45.70%, occurring on Mar 23, 2020. Recovery took 986 trading sessions.
The current Sterling Capital Behavioral International Equity Fund drawdown is 0.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-45.7% | Jan 29, 2018 | 541 | Mar 23, 2020 | 986 | Feb 22, 2024 | 1527 |
-21.9% | May 22, 2015 | 183 | Feb 11, 2016 | 283 | Mar 28, 2017 | 466 |
-5.55% | Dec 8, 2014 | 20 | Jan 6, 2015 | 21 | Feb 5, 2015 | 41 |
-4.09% | Feb 26, 2015 | 9 | Mar 10, 2015 | 8 | Mar 20, 2015 | 17 |
-3.08% | Apr 28, 2015 | 6 | May 5, 2015 | 7 | May 14, 2015 | 13 |
Volatility
Volatility Chart
The current Sterling Capital Behavioral International Equity Fund volatility is 1.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.