- ISIN
- US74925K5240
- CUSIP
- 74925K524
- Inception Date
- Feb 29, 2012
- Category
- Large Cap Blend Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SILVX Performance Chart
SGI U.S. Large Equity Fund (SILVX) is up 7.8% since the beginning of the year. SILVX is currently trading at $19 per share. Investors who bought $1,000 worth of SILVX shares 5 years ago would now be looking at an investment worth $1,490.
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Returns By Period
SGI U.S. Large Equity Fund (SILVX) has returned 7.80% so far this year and 18.67% over the past 12 months. Over the last ten years, SILVX has returned 10.36% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SGI U.S. Large Equity Fund
- 1D
- 0.16%
- 1M
- -0.47%
- YTD
- 7.80%
- 6M
- 7.24%
- 1Y
- 18.67%
- 3Y*
- 13.92%
- 5Y*
- 8.30%
- 10Y*
- 10.36%
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%
SILVX Monthly Returns History
Based on dividend-adjusted daily data since Mar 2, 2012, SILVX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Oct 2022 with a return of +10.5%, while the worst month was Mar 2020 at -12.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SILVX closed higher 53% of trading days. The best single day was Mar 17, 2020 with a return of +6.9%, while the worst single day was Mar 16, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.04% | 2.19% | -5.84% | 5.23% | 3.14% | -0.79% | 7.80% | ||||||
| 2025 | 4.33% | -1.04% | -1.66% | -1.80% | 1.66% | 0.39% | -0.45% | 2.64% | 1.21% | -0.16% | 3.74% | -0.11% | 8.89% |
| 2024 | 2.56% | 2.34% | 3.32% | -4.12% | 3.61% | 1.92% | 2.73% | 4.97% | 0.32% | -2.93% | 7.09% | -4.71% | 17.65% |
| 2023 | 2.76% | -2.85% | 1.15% | 1.08% | -2.87% | 4.92% | 1.60% | -2.17% | -2.39% | -1.08% | 6.90% | 3.47% | 10.43% |
| 2022 | -7.16% | -4.19% | 4.86% | -3.66% | 0.48% | -6.66% | 4.51% | -2.57% | -7.79% | 10.45% | 4.90% | -5.10% | -12.99% |
| 2021 | -3.11% | 0.15% | 2.36% | 4.75% | 0.05% | 3.22% | 2.81% | 2.20% | -5.90% | 8.20% | -1.74% | 3.87% | 17.31% |
Benchmark Metrics
SGI U.S. Large Equity Fund has an annualized alpha of 1.41%, beta of 0.76, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since March 02, 2012.
- This fund participated in 83.01% of S&P 500 Index downside but only 81.05% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.41%
- Beta
- 0.76
- R²
- 0.85
- Upside Capture
- 81.05%
- Downside Capture
- 83.01%
Expense Ratio
SILVX has a high expense ratio of 0.98%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SILVX 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 SGI U.S. Large Equity Fund (SILVX) 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.
| SILVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.78 | -0.45 |
| Martin ratioReturn relative to average drawdown | 10.48 | 12.44 | -1.95 |
Dividends
Dividend History
SGI U.S. Large Equity Fund provided a 8.23% dividend yield over the last twelve months, with an annual payout of $1.56 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.56 | $1.56 | $4.04 | $0.86 | $0.71 | $3.26 | $0.13 | $0.81 | $0.66 | $1.15 | $0.38 | $0.96 |
Dividend yield | 8.23% | 8.87% | 23.03% | 4.68% | 4.09% | 15.68% | 0.61% | 4.37% | 4.43% | 7.34% | 2.61% | 7.04% |
Monthly Dividends
The table displays the monthly dividend distributions for SGI U.S. Large 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 | 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 | $1.56 | $1.56 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.04 | $4.04 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.86 | $0.86 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 | $0.71 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.26 | $3.26 |
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 SGI U.S. Large 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 SGI U.S. Large Equity Fund was 31.29%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current SGI U.S. Large Equity Fund drawdown is 1.46%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -31.29%Mar 2020 | 1mo 4d | 5mo 12d | 6mo 16dFeb 2020 - Sep 2020 |
Bear market2022 | -21.21%Sep 2022 | 9mo 4d | 1y 4mo | 2y 1moDec 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -18.25%Dec 2018 | 3mo 8d | 3mo 15d | 6mo 23dSep 2018 - Apr 2019 |
2025 selloff2025 | -12.12%Apr 2025 | 1mo 23d | 5mo 6d | 6mo 29dFeb 2025 - Sep 2025 |
2018 pullback2018 | -9.44%Feb 2018 | 10d | 3mo 28d | 4mo 8dJan 2018 - Jun 2018 |
Drawdown Indicators
| SILVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.29% | -56.78% | +25.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -9.10% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -12.12% | -18.90% | +6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -25.43% | +4.22% |
Max Drawdown (10Y)Largest decline over 10 years | -31.29% | -33.92% | +2.63% |
Current DrawdownCurrent decline from peak | -1.46% | -1.80% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -10.71% | +7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.03% | -0.28% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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