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Saratoga Large Capitalization Growth Portfolio (SLCGX) Sharpe Ratio: 1.43

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The investment seeks capital appreciation. The Portfolio will normally invest at least 80% of its total assets in a portfolio of equity securities issued by U.S. issuers with total market capitalizations of $5 billion or more. Equity securities include common stocks, preferred stocks, securities convertible into common stock and warrants. Under adverse market conditions, it may also make temporary investments in investment grade debt securities.

SLCGX's Sharpe Ratio of 1.43 indicates that for each unit of volatility, it generates 1.43 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

SLCGX Sharpe Ratio Rank

SLCGX Sharpe Ratio Rank: 24.024
Below Average

SLCGX ranks above 24.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

SLCGX Sharpe Ratio Market Positioning

The chart shows SLCGX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.65+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Saratoga Large Capitalization Growth Portfolio's Sharpe Ratio with other mutual funds in the Large Cap Growth Equities category across multiple time periods, showing how SLCGX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EFCNXEmerald Insights Fund4.06
VPMCXVanguard PRIMECAP Fund Investor Shares3.75
POGRXPrimeCap Odyssey Growth Fund3.73
FOCKXFidelity OTC Portfolio Class K3.54
FOCPXFidelity OTC Portfolio3.53
ONERXOne Rock Fund3.49
FCGSXFidelity Series Growth Company Fund3.39
VHCAXVanguard Capital Opportunity Fund Admiral Shares3.37
ANFFXAmerican Funds The New Economy Fund Class F-13.32
FOKFXFidelity OTC K6 Portfolio3.25
SLCGXSaratoga Large Capitalization Growth Portfolio1.43

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SLCGX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SLCGX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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