PortfoliosLab logoPortfoliosLab logo
Issuer
StepStone
Inception Date
Oct 19, 2023
Region
Global (Broad)
Leveraged
1x (No leverage)
Min. Investment
$1,000,000
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives

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

XPMIX Performance Chart

StepStone Private Markets Fund Class I (XPMIX) is up 5.7% since the beginning of the year. XPMIX is currently trading at $65 per share. Investors who bought $1,000 worth of XPMIX shares 5 years ago would now be looking at an investment worth $1,830.


Loading charts...

S&P 500 Index

Returns By Period

StepStone Private Markets Fund Class I (XPMIX) has returned 5.73% so far this year and 10.06% over the past 12 months.


StepStone Private Markets Fund Class I

1D
0.25%
1M
0.95%
6M
4.55%
YTD
5.73%
1Y
10.06%
3Y*
11.73%
5Y*
12.85%
10Y*

Benchmark (S&P 500 Index)

1D
0.42%
1M
4.24%
6M
8.74%
YTD
10.66%
1Y
20.62%
3Y*
19.50%
5Y*
11.63%
10Y*
13.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPMIX Monthly Returns History

Based on dividend-adjusted daily data since Oct 1, 2020, XPMIX's average daily return is +0.07%, while the average monthly return is +1.43%. At this rate, an investment would double in approximately 4.1 years.

Historically, 71% of months were positive and 29% were negative. The best month was Dec 2020 with a return of +15.4%, while the worst month was Aug 2023 at -1.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, XPMIX closed higher 32% of trading days. The best single day was Dec 31, 2020 with a return of +15.4%, while the worst single day was May 3, 2021 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.31%-0.26%-0.39%3.45%1.37%-0.06%0.23%5.73%
20251.16%0.14%-0.29%1.04%2.83%1.94%0.22%0.44%2.34%0.99%-0.38%0.80%11.78%
20241.56%0.96%3.65%-1.18%1.12%0.10%1.61%1.15%1.51%1.12%1.11%-0.37%12.97%
20230.00%4.12%-0.52%0.90%0.15%0.00%4.48%-1.74%-0.53%-0.02%3.14%1.81%12.21%
20220.71%0.42%1.49%2.30%2.39%0.73%-0.84%0.25%-0.89%0.00%0.42%1.52%8.77%
20210.19%1.53%3.02%3.85%5.24%0.00%1.09%5.09%5.97%-0.12%-0.94%1.91%30.00%

Benchmark Metrics

StepStone Private Markets Fund Class I has an annualized alpha of 17.29%, beta of 0.10, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.

  • This fund captured 44.17% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -16.88%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.10 may look defensive, but with R2 of 0.03 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 0.03 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
17.29%
Beta
0.10
0.03
Upside Capture
44.17%
Downside Capture
-16.88%

Expense Ratio

XPMIX has a high expense ratio of 2.34%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

XPMIX 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.


XPMIX Risk / Return Rank: 9191
Overall Rank
XPMIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XPMIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
XPMIX Omega Ratio Rank: 8787
Omega Ratio Rank
XPMIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
XPMIX Martin Ratio Rank: 9393
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 StepStone Private Markets Fund Class I (XPMIX) 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.


XPMIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.50

1.30

+0.19

Calmar ratioReturn relative to maximum drawdown

3.94

2.28

+1.67

Martin ratioReturn relative to average drawdown

15.16

9.88

+5.27

Dividends

Dividend History

StepStone Private Markets Fund Class I provided a 0.78% dividend yield over the last twelve months, with an annual payout of $0.51 per share.


0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.20$0.40$0.60$0.80202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.51$0.52$0.72$0.16

Dividend yield

0.78%0.85%1.31%0.33%

Monthly Dividends

The table displays the monthly dividend distributions for StepStone Private Markets Fund Class I. 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$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.51$0.52
2024$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$0.43$0.72
2023$0.16$0.00$0.16

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 StepStone Private Markets Fund Class I. 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 StepStone Private Markets Fund Class I was 3.71%, occurring on May 3, 2021. Recovery took 19 trading sessions.

The current StepStone Private Markets Fund Class I drawdown is 0.12%.


Related event

Drawdown

Fall

Recovery

Underwater

2021 pullback2021
-3.71%May 2021
0s25d
25dMay 2021 - May 2021
2025 selloff2025
-3.13%Apr 2025
1mo 18d21d
2mo 9dFeb 2025 - Apr 2025
2021 pullback2021
-2.93%Apr 2021
0s11d
11dApr 2021 - Apr 2021
2023 pullback2023
-2.65%Aug 2023
17d3mo 4d
3mo 21dAug 2023 - Nov 2023
2026 pullback2026
-2.59%Mar 2026
1mo 28d12d
2mo 10dJan 2026 - Apr 2026

Drawdown Indicators


XPMIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-3.71%

-56.78%

+53.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

-9.10%

+6.51%

Max Drawdown (3Y)

Largest decline over 3 years

-3.13%

-18.90%

+15.77%

Max Drawdown (5Y)

Largest decline over 5 years

-3.13%

-25.43%

+22.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.12%

-0.45%

+0.33%

Average Drawdown

Average peak-to-trough decline

-0.44%

-10.71%

+10.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

2.09%

-1.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with XPMIX

Add StepStone Private Markets Fund Class I 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 XPMIX