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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Saratoga Small Capitalization Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Saratoga Small Capitalization Portfolio (SSCPX) has returned -2.63% so far this year and 16.77% over the past 12 months. Over the last ten years, SSCPX has returned 9.16% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Saratoga Small Capitalization Portfolio
- 1D
- -1.77%
- 1M
- -8.88%
- YTD
- -2.63%
- 6M
- -3.54%
- 1Y
- 16.77%
- 3Y*
- 9.57%
- 5Y*
- 3.88%
- 10Y*
- 9.16%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 1995, SSCPX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, your investment would double in approximately 7.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Oct 2011 with a return of +14.8%, while the worst month was Dec 2005 at -22.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SSCPX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Dec 14, 2005 at -21.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.99% | 0.83% | -8.88% | -2.63% | |||||||||
| 2025 | 1.28% | -7.18% | -5.61% | 0.64% | 5.59% | 3.93% | 2.04% | 6.56% | 0.80% | -0.80% | 2.01% | -2.11% | 6.41% |
| 2024 | -1.43% | 9.29% | 2.26% | -6.49% | 3.61% | -1.47% | 7.07% | -1.02% | 2.05% | -2.64% | 9.56% | -8.68% | 10.79% |
| 2023 | 6.10% | -2.02% | -3.33% | -2.46% | -1.51% | 9.90% | 4.50% | -3.71% | -5.71% | -6.22% | 9.25% | 11.66% | 15.16% |
| 2022 | -7.92% | 1.61% | 0.13% | -9.38% | 1.75% | -10.03% | 11.94% | -1.28% | -8.93% | 11.87% | 2.40% | -7.99% | -17.56% |
| 2021 | 2.59% | 6.25% | 2.94% | 3.96% | -0.53% | -1.06% | -0.21% | 1.72% | -2.12% | 7.35% | -1.51% | 3.26% | 24.53% |
Benchmark Metrics
Saratoga Small Capitalization Portfolio has an annualized alpha of 0.18%, beta of 0.96, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 04, 1995.
- With beta of 0.96 and R² of 0.69, 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
- 0.18%
- Beta
- 0.96
- R²
- 0.69
- Upside Capture
- 100.82%
- Downside Capture
- 104.83%
Expense Ratio
SSCPX has a high expense ratio of 1.70%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SSCPX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Saratoga Small Capitalization Portfolio (SSCPX) and compare them to a chosen benchmark (S&P 500 Index).
| SSCPX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.90 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.39 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.40 | -0.23 |
Martin ratioReturn relative to average drawdown | 3.79 | 6.61 | -2.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SSCPX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Saratoga Small Capitalization Portfolio provided a 9.26% dividend yield over the last twelve months, with an annual payout of $0.62 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.62 | $0.62 | $0.80 | $0.00 | $0.62 | $1.99 | $0.00 | $0.00 | $0.91 | $0.00 | $0.00 | $3.27 |
Dividend yield | 9.26% | 9.02% | 11.37% | 0.00% | 10.18% | 24.67% | 0.02% | 0.00% | 17.42% | 0.00% | 0.00% | 58.90% |
Monthly Dividends
The table displays the monthly dividend distributions for Saratoga Small Capitalization 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 | $0.62 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.80 | $0.80 |
| 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 | $0.62 | $0.62 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.99 | $1.99 |
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 Small Capitalization 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 Small Capitalization Portfolio was 53.65%, occurring on Mar 9, 2009. Recovery took 489 trading sessions.
The current Saratoga Small Capitalization Portfolio drawdown is 11.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.65% | Jul 13, 2007 | 417 | Mar 9, 2009 | 489 | Feb 14, 2011 | 906 |
| -45.78% | Apr 3, 1998 | 132 | Oct 9, 1998 | 391 | Apr 28, 2000 | 523 |
| -43.59% | Aug 30, 2018 | 392 | Mar 23, 2020 | 139 | Oct 8, 2020 | 531 |
| -29.44% | May 16, 2002 | 102 | Oct 9, 2002 | 227 | Sep 4, 2003 | 329 |
| -28.75% | Apr 16, 2015 | 209 | Feb 11, 2016 | 217 | Dec 20, 2016 | 426 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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