PortfoliosLab logoPortfoliosLab logo
ISIN
US8034316187
CUSIP
803431618
Issuer
Saratoga
Inception Date
Oct 22, 1997
Min. Investment
$250
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

SBMBX Performance Chart

Saratoga Energy & Basic Materials Fund (SBMBX) is up 0.0% since the beginning of the year. SBMBX is currently trading at $12 per share. Investors who bought $1,000 worth of SBMBX shares 5 years ago would now be looking at an investment worth $1,297.


Loading charts...

S&P 500 Index

Returns By Period

Saratoga Energy & Basic Materials Fund (SBMBX) has returned 0.00% so far this year and 2.30% over the past 12 months. Over the last ten years, SBMBX has returned 2.08% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Saratoga Energy & Basic Materials Fund

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
2.30%
3Y*
1.48%
5Y*
5.34%
10Y*
2.08%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBMBX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1998, SBMBX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 54% of months were positive and 46% were negative. The best month was Dec 2007 with a return of +79.4%, while the worst month was Mar 2020 at -26.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, SBMBX closed higher 49% of trading days. The best single day was Dec 20, 2007 with a return of +72.5%, while the worst single day was Mar 9, 2020 at -16.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%0.00%0.00%0.00%0.00%0.00%0.00%
20253.38%-0.17%1.93%-9.30%2.18%3.64%1.46%4.48%0.08%-2.42%0.58%-0.14%5.05%
2024-3.15%0.98%7.33%-0.38%0.98%-3.51%1.25%-1.16%-0.62%-1.97%2.33%-8.75%-7.25%
20236.19%-6.23%-1.09%0.76%-7.67%7.85%8.21%-1.17%0.48%-4.41%3.54%1.11%6.28%
20227.01%4.46%7.14%-3.58%8.52%-16.78%5.42%0.09%-9.12%15.00%7.96%-3.66%19.60%
20210.24%11.26%3.16%2.22%6.09%-0.58%-4.31%-0.10%0.72%5.49%-5.20%5.16%25.58%

Benchmark Metrics

Saratoga Energy & Basic Materials Fund has an annualized alpha of 0.70%, beta of 0.97, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since January 02, 1998.

  • This fund participated in 103.59% of S&P 500 Index downside but only 95.09% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.40 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.70%
Beta
0.97
0.40
Upside Capture
95.09%
Downside Capture
103.59%

Expense Ratio

SBMBX has a high expense ratio of 3.30%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SBMBX ranks 5 for risk / return — in the bottom 5% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SBMBX Risk / Return Rank: 55
Overall Rank
SBMBX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SBMBX Sortino Ratio Rank: 44
Sortino Ratio Rank
SBMBX Omega Ratio Rank: 55
Omega Ratio Rank
SBMBX Calmar Ratio Rank: 66
Calmar Ratio Rank
SBMBX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Saratoga Energy & Basic Materials Fund (SBMBX) 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.


SBMBXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.33

Omega ratioGain probability vs. loss probability

1.07

1.37

-0.30

Calmar ratioReturn relative to maximum drawdown

0.46

2.78

-2.33

Martin ratioReturn relative to average drawdown

0.89

12.44

-11.55

Dividends

Dividend History

Saratoga Energy & Basic Materials Fund provided a 2.13% dividend yield over the last twelve months, with an annual payout of $0.25 per share.


0.00%0.50%1.00%1.50%2.00%2.50%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.35202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.25$0.25$0.25$0.00$0.33$0.08$0.11

Dividend yield

2.13%2.13%2.17%0.00%2.75%0.75%1.32%

Monthly Dividends

The table displays the monthly dividend distributions for Saratoga Energy & Basic Materials Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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$0.25$0.25
2024$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.10$0.25
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Saratoga Energy & Basic Materials 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 Saratoga Energy & Basic Materials Fund was 74.35%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current Saratoga Energy & Basic Materials Fund drawdown is 31.22%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-74.35%Mar 2020
11y 9mo
18y 3dJun 2008 - now
Dot-com crash2000–2002
-47.03%Oct 2002
1y 4mo2y 4mo
3y 9moMay 2001 - Feb 2005
1998 bear market1998
-34.23%Aug 1998
4mo 11d11mo 13d
1y 3moApr 1998 - Aug 1999
Dot-com crash2000–2002
-27.33%Nov 2000
5mo 18d3mo 7d
8mo 25dJun 2000 - Mar 2001
2006 bear market2006
-27.22%Oct 2006
4mo 25d7mo 17d
1y 7dMay 2006 - May 2007

Drawdown Indicators


SBMBXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-74.35%

-56.78%

-17.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.66%

-9.10%

+3.44%

Max Drawdown (3Y)

Largest decline over 3 years

-25.34%

-18.90%

-6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-26.66%

-25.43%

-1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-65.48%

-33.92%

-31.56%

Current Drawdown

Current decline from peak

-31.22%

-1.80%

-29.42%

Average Drawdown

Average peak-to-trough decline

-28.69%

-10.71%

-17.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.03%

+0.77%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with SBMBX

Add Saratoga Energy & Basic Materials Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SBMBX