Nasdaq - Delayed Quote USD

SA International Value (SAHMX)

15.02
+0.13
+(0.87%)
At close: 8:02:11 PM EDT

Fund Summary

The fund is designed to purchase securities of large non-U.S. companies in countries with developed markets that the Sub-Adviser determines to be value stocks. It invests in companies in countries with developed markets designated by the Investment Committee of the Sub-Adviser as approved markets from time to time. The fund may lend its portfolio securities to generate additional income.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 25.04%
Worst 1Y Total Return --
Number of Years Up 15
Number of Years Down 10

Performance & Risk

YTD Return 16.33%
5y Average Return 17.98%
Rank in Category (ytd) 53
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.98
Morningstar Risk Rating

Risk Statistics

3 Years 5 Years 10 Years
SAHMXCategory AverageSAHMXCategory AverageSAHMXCategory Average
Alpha 3.28 -0.04 5.39 -0.03 0.36 -0.01
BETA 0.98 0.01 1.02 0.01 1.09 0.01
Mean Annual Return 1.01 0.01 1.36 0.01 0.55 0
R-squared 85.32 0.92 80.46 0.91 85.98 0.9
Standard Deviation 16.65 0.2 17.24 0.17 17.5 0.16
Sharpe Ratio 0.45 0 0.78 0 0.26 0
Treynor Ratio 6.78 0.04 12.82 0.07 2.86 0.04

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