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ISIN
US8034316005
CUSIP
803431600
Issuer
Saratoga
Inception Date
Sep 1, 1994
Min. Investment
$250
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

SSCPX Performance Chart

Saratoga Small Capitalization Portfolio (SSCPX) is up 25.8% since the beginning of the year. SSCPX is currently trading at $9 per share. Investors who bought $1,000 worth of SSCPX shares 5 years ago would now be looking at an investment worth $1,589.


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S&P 500 Index

Returns By Period

Saratoga Small Capitalization Portfolio (SSCPX) has returned 25.84% so far this year and 40.73% over the past 12 months. Over the last ten years, SSCPX has returned 11.71% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Saratoga Small Capitalization Portfolio

1D
2.13%
1M
7.08%
YTD
25.84%
6M
21.92%
1Y
40.73%
3Y*
18.13%
5Y*
9.71%
10Y*
11.71%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSCPX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 1995, SSCPX's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.99%0.83%-5.33%13.85%4.06%4.99%25.84%
20251.28%-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%
20236.10%-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%
20212.59%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 0.49%, beta of 0.96, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 03, 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
0.49%
Beta
0.96
0.69
Upside Capture
101.12%
Downside Capture
103.84%

Expense Ratio

SSCPX has a high expense ratio of 1.70%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SSCPX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SSCPX Risk / Return Rank: 5959
Overall Rank
SSCPX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SSCPX Sortino Ratio Rank: 5151
Sortino Ratio Rank
SSCPX Omega Ratio Rank: 4646
Omega Ratio Rank
SSCPX Calmar Ratio Rank: 8181
Calmar Ratio Rank
SSCPX Martin Ratio Rank: 6565
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 Small Capitalization Portfolio (SSCPX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SSCPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

3.51

2.78

+0.73

Martin ratioReturn relative to average drawdown

11.93

12.44

-0.51

Dividends

Dividend History

Saratoga Small Capitalization Portfolio provided a 7.16% dividend yield over the last twelve months, with an annual payout of $0.62 per share.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
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

7.16%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.


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$0.62$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.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-53.65%Mar 2009
1y 8mo1y 11mo
3y 7moJul 2007 - Feb 2011
1998 bear market1998
-45.78%Oct 1998
6mo 9d1y 6mo
2y 26dApr 1998 - Apr 2000
COVID crash2020
-43.59%Mar 2020
1y 6mo6mo 19d
2y 1moAug 2018 - Oct 2020
Dot-com crash2000–2002
-29.44%Oct 2002
4mo 26d11mo
1y 3moMay 2002 - Sep 2003
2016 bear market2016
-28.75%Feb 2016
10mo 1d10mo 13d
1y 8moApr 2015 - Dec 2016

Drawdown Indicators


SSCPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-53.65%

-56.78%

+3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-9.10%

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-27.78%

-18.90%

-8.88%

Max Drawdown (5Y)

Largest decline over 5 years

-27.78%

-25.43%

-2.35%

Max Drawdown (10Y)

Largest decline over 10 years

-43.59%

-33.92%

-9.67%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-10.24%

-10.71%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

2.03%

+1.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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

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