PortfoliosLab logoPortfoliosLab logo
ISIN
US8034313036
CUSIP
803431303
Issuer
Saratoga
Inception Date
Sep 1, 1994
Min. Investment
$250
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

SMBPX Performance Chart

Saratoga Municipal Bond Portfolio (SMBPX) is up 0.0% since the beginning of the year. SMBPX is currently trading at $9 per share. Investors who bought $1,000 worth of SMBPX shares 5 years ago would now be looking at an investment worth $1,009.


Loading charts...

S&P 500 Index

Returns By Period

Saratoga Municipal Bond Portfolio (SMBPX) has returned 0.00% so far this year and 3.99% over the past 12 months. Over the last ten years, SMBPX has returned -0.15% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Saratoga Municipal Bond Portfolio

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-0.23%
1Y
3.99%
3Y*
1.73%
5Y*
0.17%
10Y*
-0.15%

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)

SMBPX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 1995, SMBPX's average daily return is +0.01%, while the average monthly return is +0.19%. At this rate, an investment would double in approximately 30.4 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +3.3%, while the worst month was Jul 2003 at -4.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 12 months.

On a daily basis, SMBPX closed higher 30% of trading days. The best single day was Apr 10, 2025 with a return of +1.4%, while the worst single day was Apr 8, 1996 at -1.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%0.00%0.00%0.00%0.00%0.00%0.00%
20250.34%0.80%-1.47%-0.57%0.12%0.69%-0.23%0.80%1.70%1.01%0.00%-0.27%2.92%
2024-0.23%-0.11%-0.11%-0.91%-0.46%1.03%0.80%0.56%0.67%-1.34%1.13%-1.12%-0.11%
20230.46%-0.34%0.46%-0.68%-0.57%0.35%0.12%-0.58%-1.50%-0.59%3.31%1.49%1.84%
2022-0.67%-0.23%-0.68%-0.45%0.11%-0.11%0.23%-0.57%-0.57%-0.12%0.58%-0.11%-2.57%
20210.01%-0.21%0.12%0.01%-0.10%-0.22%-0.00%-0.22%-0.22%-0.22%-0.22%-0.11%-1.39%

Benchmark Metrics

Saratoga Municipal Bond Portfolio has an annualized alpha of 2.34%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 04, 1995.

  • This fund captured 6.07% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -3.32%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.34%
Beta
0.00
0.00
Upside Capture
6.07%
Downside Capture
-3.32%

Expense Ratio

SMBPX has a high expense ratio of 3.16%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SMBPX ranks 91 for risk / return — in the top 91% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SMBPX Risk / Return Rank: 9191
Overall Rank
SMBPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SMBPX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SMBPX Omega Ratio Rank: 9898
Omega Ratio Rank
SMBPX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SMBPX Martin Ratio Rank: 7676
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 Municipal Bond Portfolio (SMBPX) and compare them to S&P 500 Index.


SMBPXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.91

2.39

+0.53

Sortino ratio

Return per unit of downside risk

5.57

3.25

+2.31

Omega ratio

Gain probability vs. loss probability

2.09

1.43

+0.65

Calmar ratio

Return relative to maximum drawdown

6.08

3.11

+2.97

Martin ratio

Return relative to average drawdown

14.33

14.38

-0.06

Dividends

Dividend History

Saratoga Municipal Bond Portfolio provided a 2.69% dividend yield over the last twelve months, with an annual payout of $0.24 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.24$0.24$0.10$0.00$0.00$0.00$0.01$0.01$0.03$0.02$0.38$0.14

Dividend yield

2.69%2.69%1.16%0.00%0.00%0.04%0.10%0.10%0.36%0.23%4.23%1.50%

Monthly Dividends

The table displays the monthly dividend distributions for Saratoga Municipal Bond 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$0.24$0.24
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2023$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
2022$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
2021$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

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Saratoga Municipal Bond 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 Municipal Bond Portfolio was 9.99%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Saratoga Municipal Bond Portfolio drawdown is 2.99%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 pullback2023
-9.99%Oct 2023
7y 3mo
9y 10moJul 2016 - now
2000 pullback2000
-8.33%Jan 2000
11mo 24d7mo
1y 6moFeb 1999 - Aug 2000
Financial crisis2007–2009
-7.55%Oct 2008
8mo 10d9mo 15d
1y 5moFeb 2008 - Aug 2009
2004 pullback2004
-5.88%May 2004
2mo 2d4mo 12d
6mo 14dMar 2004 - Sep 2004
2003 pullback2003
-5.72%Aug 2003
1mo 29d4mo 28d
6mo 27dJun 2003 - Jan 2004

Drawdown Indicators


SMBPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-9.99%

-56.78%

+46.79%

Max Drawdown (1Y)

Largest decline over 1 year

-0.69%

-9.10%

+8.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.48%

-18.90%

+14.42%

Max Drawdown (5Y)

Largest decline over 5 years

-6.52%

-25.43%

+18.91%

Max Drawdown (10Y)

Largest decline over 10 years

-9.99%

-33.92%

+23.93%

Current Drawdown

Current decline from peak

-2.99%

0.00%

-2.99%

Average Drawdown

Average peak-to-trough decline

-2.47%

-10.72%

+8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

1.97%

-1.69%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with SMBPX

Add Saratoga Municipal Bond Portfolio to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SMBPX