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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Saratoga International Equity Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Saratoga International Equity Portfolio (SIEPX) has returned -1.34% so far this year and 18.66% over the past 12 months. Over the last ten years, SIEPX has returned 5.82% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Saratoga International Equity Portfolio
- 1D
- 0.00%
- 1M
- -11.02%
- YTD
- -1.34%
- 6M
- -0.34%
- 1Y
- 18.66%
- 3Y*
- 13.37%
- 5Y*
- 5.42%
- 10Y*
- 5.82%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 1995, SIEPX's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, your investment would double in approximately 17.0 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% | -11.02% | -1.34% | |||||||||
| 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 -3.72%, beta of 0.80, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since January 04, 1995.
- This fund participated in 104.25% of S&P 500 Index downside but only 76.95% of its upside — more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -3.72% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -3.72%
- Beta
- 0.80
- R²
- 0.63
- Upside Capture
- 76.95%
- Downside Capture
- 104.25%
Expense Ratio
SIEPX has a high expense ratio of 2.47%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SIEPX ranks 49 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 a chosen benchmark (S&P 500 Index).
| SIEPX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.90 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.39 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.40 | -0.20 |
Martin ratioReturn relative to average drawdown | 4.91 | 6.61 | -1.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SIEPX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 | |||||||||
| 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.
The current Saratoga International Equity Portfolio drawdown is 11.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.81% | Mar 13, 2000 | 752 | Mar 12, 2003 | 1044 | May 4, 2007 | 1796 |
| -61.72% | Jul 16, 2007 | 416 | Mar 9, 2009 | 4076 | May 20, 2025 | 4492 |
| -30.01% | Jul 21, 1998 | 57 | Oct 8, 1998 | 270 | Nov 3, 1999 | 327 |
| -13.75% | Jul 18, 1997 | 83 | Nov 12, 1997 | 82 | Mar 13, 1998 | 165 |
| -11.41% | Feb 27, 2026 | 16 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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