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ISIN
US8034315015
CUSIP
803431501
Issuer
Saratoga
Inception Date
Sep 1, 1994
Min. Investment
$250
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

SLCGX Performance Chart

Saratoga Large Capitalization Growth Portfolio (SLCGX) is up 4.1% since the beginning of the year. SLCGX is currently trading at $32 per share. Investors who bought $1,000 worth of SLCGX shares 5 years ago would now be looking at an investment worth $2,156.


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S&P 500 Index

Returns By Period

Saratoga Large Capitalization Growth Portfolio (SLCGX) has returned 4.14% so far this year and 22.68% over the past 12 months. Looking at the last ten years, SLCGX has achieved an annualized return of 19.71%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


Saratoga Large Capitalization Growth Portfolio

1D
1.76%
1M
8.03%
YTD
4.14%
6M
5.06%
1Y
22.68%
3Y*
27.44%
5Y*
16.61%
10Y*
19.71%

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)

SLCGX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 1995, SLCGX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 61% of months were positive and 39% were negative. The best month was Dec 2019 with a return of +22.7%, while the worst month was Feb 2001 at -18.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SLCGX closed higher 54% of trading days. The best single day was Dec 11, 2019 with a return of +19.9%, while the worst single day was Mar 16, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.17%-4.99%-5.04%10.22%7.41%1.76%4.14%
20255.06%-4.98%-8.82%3.62%9.59%6.10%3.79%0.18%5.53%2.30%-1.41%1.12%22.74%
20244.05%7.66%3.12%-4.22%6.31%5.30%-2.59%3.49%3.46%1.04%9.39%-1.46%40.67%
20238.02%0.43%5.37%-0.49%3.73%6.10%2.94%-1.51%-3.58%-1.59%10.69%4.12%38.79%
2022-9.68%-3.50%4.60%-11.25%-2.90%-7.99%12.64%-3.00%-9.42%5.46%2.79%-8.15%-28.77%
20211.06%0.36%4.09%4.83%-0.59%6.16%2.65%4.28%-5.80%8.48%1.17%2.59%32.60%

Benchmark Metrics

Saratoga Large Capitalization Growth Portfolio has an annualized alpha of 1.43%, beta of 1.10, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 04, 1995.

  • This fund captured 118.51% of S&P 500 Index gains and 109.33% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.10 and R2 of 0.85, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.43%
Beta
1.10
0.85
Upside Capture
118.51%
Downside Capture
109.33%

Expense Ratio

SLCGX has a high expense ratio of 1.34%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SLCGX ranks 20 for risk / return — in the bottom 20% 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.


SLCGX Risk / Return Rank: 2020
Overall Rank
SLCGX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SLCGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
SLCGX Omega Ratio Rank: 2323
Omega Ratio Rank
SLCGX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SLCGX Martin Ratio Rank: 1414
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 Large Capitalization Growth Portfolio (SLCGX) and compare them to S&P 500 Index.


SLCGXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.43

2.39

-0.96

Sortino ratio

Return per unit of downside risk

1.94

3.25

-1.31

Omega ratio

Gain probability vs. loss probability

1.25

1.43

-0.18

Calmar ratio

Return relative to maximum drawdown

1.31

3.11

-1.81

Martin ratio

Return relative to average drawdown

4.04

14.38

-10.34

Dividends

Dividend History

Saratoga Large Capitalization Growth Portfolio provided a 13.28% dividend yield over the last twelve months, with an annual payout of $4.31 per share.


5.00%10.00%15.00%20.00%25.00%30.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.31$4.31$6.86$1.90$1.48$6.82$2.45$7.34$5.40$1.55$5.15$2.72

Dividend yield

13.28%13.83%23.77%7.53%7.55%23.16%8.91%31.50%25.22%5.81%23.83%10.21%

Monthly Dividends

The table displays the monthly dividend distributions for Saratoga Large Capitalization Growth Portfolio. 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$4.31$4.31
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.86$6.86
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.90$1.90
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.48$1.48
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.82$6.82

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 Large Capitalization Growth 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 Large Capitalization Growth Portfolio was 71.04%, occurring on Mar 9, 2009. Recovery took 1320 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-71.04%Mar 2009
8y 11mo5y 2mo
14y 2moMar 2000 - Jun 2014
COVID crash2020
-31.16%Mar 2020
1mo 2d2mo 19d
3mo 21dFeb 2020 - Jun 2020
2023 bear market2023
-31.13%Jan 2023
1y 8d1y 13d
2y 21dDec 2021 - Jan 2024
1998 bear market1998
-25.80%Oct 1998
2mo 19d1mo 16d
4mo 5dJul 1998 - Nov 1998
2025 selloff2025
-24.17%Apr 2025
1mo 23d2mo 19d
4mo 12dFeb 2025 - Jun 2025

Drawdown Indicators


SLCGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-71.04%

-56.78%

-14.26%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-9.10%

-9.08%

Max Drawdown (3Y)

Largest decline over 3 years

-24.17%

-18.90%

-5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-31.13%

-25.43%

-5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-31.16%

-33.92%

+2.76%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-22.91%

-10.72%

-12.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.87%

1.97%

+3.90%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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