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ISIN
US8040968088
CUSIP
804096808
Inception Date
Mar 26, 2015
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

SEEFX Performance Chart


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S&P 500 Index

Returns By Period


Saturna Sustainable Equity Fund

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEEFX Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.46%2.84%-10.30%-6.40%
20252.50%-0.76%-5.32%3.30%5.34%3.79%-0.82%3.00%4.94%2.46%-0.13%-0.64%18.55%
20241.82%4.35%0.69%-3.82%4.75%1.58%1.40%3.17%-0.10%-3.08%1.84%-2.95%9.61%
20235.28%-2.47%4.29%2.12%-3.30%4.74%1.33%-2.38%-4.27%-1.46%9.31%5.20%18.83%
2022-7.23%-4.60%0.35%-6.33%0.00%-7.75%6.71%-6.86%-7.71%5.69%8.32%-2.48%-21.41%
2021-1.38%-0.99%3.36%3.02%1.05%0.49%1.96%2.51%-5.21%4.07%-1.96%4.27%11.29%

Benchmark Metrics

Saturna Sustainable Equity Fund has an annualized alpha of -0.72%, beta of 0.80, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

  • This fund participated in 88.83% of S&P 500 Index downside but only 77.85% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.72%
Beta
0.80
0.86
Upside Capture
77.85%
Downside Capture
88.83%

Expense Ratio

SEEFX has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Saturna Sustainable Equity Fund (SEEFX) and compare them to S&P 500 Index.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Dividends

Dividend History

Saturna Sustainable Equity Fund provided a 37.97% dividend yield over the last twelve months, with an annual payout of $5.91 per share.


0.30%0.40%0.50%0.60%0.70%0.80%0.90%1.00%$0.00$0.05$0.10$0.15$0.202016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$5.91$0.22$0.09$0.18$0.14$0.12$0.06$0.07$0.10$0.09$0.05

Dividend yield

37.97%0.98%0.49%0.99%0.94%0.62%0.34%0.50%0.89%0.77%0.57%

Monthly Dividends

The table displays the monthly dividend distributions for Saturna Sustainable Equity 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$5.76$5.76
2025$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.22
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12

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 Saturna Sustainable 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 Saturna Sustainable Equity Fund was 30.25%, occurring on Oct 12, 2022. Recovery took 348 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-30.25%Oct 2022
1y 1mo1y 4mo
2y 5moSep 2021 - Mar 2024
COVID crash2020
-26.71%Mar 2020
1mo 2d3mo 11d
4mo 13dFeb 2020 - Jul 2020
2025 selloff2025
-17.80%Apr 2025
6mo 13d1mo 26d
8mo 9dSep 2024 - Jun 2025
Rate-hike selloffLate 2018
-16.89%Dec 2018
3mo 26d3mo 10d
7mo 6dAug 2018 - Apr 2019
2026 correction2026
-11.02%Mar 2026
22d
3mo 7dFeb 2026 - now

Drawdown Indicators


SEEFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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