- ISIN
- US8034314026
- CUSIP
- 803431402
- Issuer
- Saratoga
- Inception Date
- Sep 1, 1994
- Category
- Large Cap Value Equities
- Min. Investment
- $250
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
SLCVX Performance Chart
Saratoga Large Capitalization Value Portfolio (SLCVX) is up 0.7% since the beginning of the year. SLCVX is currently trading at $27 per share. Investors who bought $1,000 worth of SLCVX shares 5 years ago would now be looking at an investment worth $1,504.
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Returns By Period
Saratoga Large Capitalization Value Portfolio (SLCVX) has returned 0.71% so far this year and 8.25% over the past 12 months. Over the last ten years, SLCVX has returned 10.23% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Saratoga Large Capitalization Value Portfolio
- 1D
- -1.25%
- 1M
- -0.59%
- YTD
- 0.71%
- 6M
- 1.20%
- 1Y
- 8.25%
- 3Y*
- 13.24%
- 5Y*
- 8.50%
- 10Y*
- 10.23%
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%
SLCVX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 1995, SLCVX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +17.3%, while the worst month was Mar 2020 at -21.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SLCVX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -13.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.41% | 2.46% | -8.77% | 5.54% | -0.04% | -1.25% | 0.71% | ||||||
| 2025 | 3.73% | -0.74% | -4.11% | 1.99% | 7.07% | 3.89% | 0.86% | 0.99% | -1.21% | -1.23% | 4.18% | -0.18% | 15.75% |
| 2024 | -0.82% | 4.89% | 2.54% | -4.95% | 2.29% | -1.93% | 5.71% | -1.26% | 1.75% | 0.86% | 2.55% | -4.33% | 6.90% |
| 2023 | 10.21% | -2.35% | -5.49% | -0.63% | -0.59% | 9.70% | 2.43% | -1.81% | -4.49% | -3.46% | 8.20% | 8.76% | 20.28% |
| 2022 | -4.11% | 2.46% | 1.92% | -6.94% | 0.70% | -6.16% | 9.99% | -2.52% | -8.93% | 6.17% | 7.29% | -5.14% | -7.07% |
| 2021 | 3.39% | 4.56% | 4.93% | 5.03% | 0.64% | -0.35% | 0.13% | 2.23% | -2.49% | 5.81% | -3.71% | 6.48% | 29.37% |
Benchmark Metrics
Saratoga Large Capitalization Value Portfolio has an annualized alpha of -0.79%, beta of 0.93, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since January 04, 1995.
- This fund participated in 101.23% of S&P 500 Index downside but only 93.61% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.93 and R2 of 0.83, 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
- -0.79%
- Beta
- 0.93
- R²
- 0.83
- Upside Capture
- 93.61%
- Downside Capture
- 101.23%
Expense Ratio
SLCVX has a high expense ratio of 1.34%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SLCVX ranks 7 for risk / return — in the bottom 7% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Saratoga Large Capitalization Value Portfolio (SLCVX) and compare them to S&P 500 Index.
| SLCVX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 2.39 | -1.76 |
Sortino ratioReturn per unit of downside risk | 0.98 | 3.25 | -2.27 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.43 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.11 | -2.39 |
Martin ratioReturn relative to average drawdown | 2.42 | 14.38 | -11.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Saratoga Large Capitalization Value Portfolio provided a 12.67% dividend yield over the last twelve months, with an annual payout of $3.40 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.40 | $3.40 | $4.15 | $0.21 | $2.09 | $6.29 | $0.00 | $0.00 | $1.40 | $1.80 | $0.00 | $0.45 |
Dividend yield | 12.67% | 12.76% | 15.96% | 0.76% | 8.88% | 22.87% | 0.00% | 0.00% | 8.08% | 7.99% | 0.00% | 2.20% |
Monthly Dividends
The table displays the monthly dividend distributions for Saratoga Large Capitalization Value 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 | $3.40 | $3.40 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.15 | $4.15 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.09 | $2.09 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.29 | $6.29 |
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 Value 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 Value Portfolio was 66.49%, occurring on Mar 9, 2009. Recovery took 1210 trading sessions.
The current Saratoga Large Capitalization Value Portfolio drawdown is 5.39%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -66.49%Mar 2009 | 1y 9mo | 4y 9mo | 6y 6moJun 2007 - Dec 2013 |
Dot-com crash2000–2002 | -45.71%Oct 2002 | 1y 4mo | 3y 3mo | 4y 7moMay 2001 - Jan 2006 |
COVID crash2020 | -42.78%Mar 2020 | 2mo 2d | 7mo 25d | 9mo 27dJan 2020 - Nov 2020 |
2016 bear market2016 | -29.08%Feb 2016 | 8mo 28d | 1y 5mo | 2y 2moMay 2015 - Jul 2017 |
Rate-hike selloffLate 2018 | -25.85%Dec 2018 | 10mo 29d | 8mo 20d | 1y 7moJan 2018 - Sep 2019 |
Drawdown Indicators
| SLCVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.49% | -56.78% | -9.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -9.10% | -2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -18.90% | +2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -25.43% | +8.21% |
Max Drawdown (10Y)Largest decline over 10 years | -42.78% | -33.92% | -8.86% |
Current DrawdownCurrent decline from peak | -5.39% | 0.00% | -5.39% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -10.72% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 1.97% | +1.39% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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