- ISIN
- US8034317094
- CUSIP
- 803431709
- Issuer
- Saratoga
- Inception Date
- Sep 1, 1994
- Category
- Foreign Large Cap Equities
- Min. Investment
- $250
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
SIEPX Performance Chart
Saratoga International Equity Portfolio (SIEPX) is up 15.7% since the beginning of the year. SIEPX is currently trading at $17 per share. Investors who bought $1,000 worth of SIEPX shares 5 years ago would now be looking at an investment worth $1,504.
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Returns By Period
Saratoga International Equity Portfolio (SIEPX) has returned 15.65% so far this year and 28.60% over the past 12 months. Over the last ten years, SIEPX has returned 7.35% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Saratoga International Equity Portfolio
- 1D
- 1.29%
- 1M
- 3.73%
- YTD
- 15.65%
- 6M
- 15.96%
- 1Y
- 28.60%
- 3Y*
- 18.73%
- 5Y*
- 8.51%
- 10Y*
- 7.35%
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%
SIEPX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 1995, SIEPX's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.
Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +15.0%, while the worst month was Oct 2008 at -22.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SIEPX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +12.8%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.23% | 6.38% | -8.30% | 7.93% | 3.55% | 1.77% | 15.65% | ||||||
| 2025 | 3.45% | 4.37% | 1.56% | 3.23% | 5.01% | 3.28% | -0.87% | 3.93% | 3.22% | -1.70% | 0.48% | 2.27% | 31.89% |
| 2024 | -1.57% | 1.79% | 4.62% | -3.18% | 3.92% | -1.23% | 1.87% | 3.58% | 1.94% | -3.88% | -1.20% | -1.07% | 5.25% |
| 2023 | 10.43% | -3.44% | 1.19% | 0.39% | -4.86% | 5.01% | 5.94% | -3.12% | -3.32% | -4.71% | 5.87% | 5.97% | 14.80% |
| 2022 | -2.87% | -2.03% | -3.19% | -8.47% | 3.80% | -13.04% | 3.13% | -5.13% | -8.49% | 3.01% | 13.92% | -2.27% | -21.85% |
| 2021 | 4.88% | 4.65% | 2.58% | 1.04% | 3.43% | -1.82% | -1.94% | 4.31% | -2.89% | 2.04% | -3.75% | 5.89% | 19.33% |
Benchmark Metrics
Saratoga International Equity Portfolio has an annualized alpha of -3.63%, beta of 0.80, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since January 03, 1995.
- This fund participated in 103.84% of S&P 500 Index downside but only 76.80% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -3.63% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -3.63%
- Beta
- 0.80
- R²
- 0.63
- Upside Capture
- 76.80%
- Downside Capture
- 103.84%
Expense Ratio
SIEPX has a high expense ratio of 2.47%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SIEPX ranks 44 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Saratoga International Equity Portfolio (SIEPX) 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.
| SIEPX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.78 | -0.34 |
| Martin ratioReturn relative to average drawdown | 9.06 | 12.44 | -3.38 |
Dividends
Dividend History
Saratoga International Equity Portfolio provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.08 | $0.09 | $0.03 | $0.05 | $0.18 | $0.19 | $0.05 | $0.00 | $0.06 | $0.01 |
Dividend yield | 0.00% | 0.00% | 0.71% | 0.83% | 0.31% | 0.41% | 1.79% | 1.97% | 0.58% | 0.03% | 0.63% | 0.15% |
Monthly Dividends
The table displays the monthly dividend distributions for Saratoga International Equity 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 | ||||||
| 2025 | $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 |
| 2024 | $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 |
| 2023 | $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 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.03 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.05 |
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 International Equity 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 International Equity Portfolio was 62.81%, occurring on Mar 12, 2003. Recovery took 1044 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2003 bear market2003 | -62.81%Mar 2003 | 2y 12mo | 4y 1mo | 7y 1moMar 2000 - May 2007 |
Financial crisis2007–2009 | -61.72%Mar 2009 | 1y 7mo | 16y 2mo | 17y 10moJul 2007 - May 2025 |
1998 bear market1998 | -30.01%Oct 1998 | 2mo 19d | 1y 26d | 1y 3moJul 1998 - Nov 1999 |
1997 correction1997 | -13.75%Nov 1997 | 3mo 27d | 4mo 1d | 7mo 28dJul 1997 - Mar 1998 |
2026 correction2026 | -11.41%Mar 2026 | 21d | 1mo 17d | 2mo 8dFeb 2026 - May 2026 |
Drawdown Indicators
| SIEPX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.81% | -56.78% | -6.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -9.10% | -2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -18.90% | +3.27% |
Max Drawdown (5Y)Largest decline over 5 years | -35.31% | -25.43% | -9.88% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | -33.92% | -12.55% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -24.01% | -10.71% | -13.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.03% | +1.04% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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