C000021864 Performance — SA Multi-Managed Large Cap Value Portfolio, Class 1
Data updated: 2026-08-28
C000021864 returned +8.52% year to date and +17.81% over one year to Jun 2026. Annualised returns are +13.02% over 3 years and +9.69% over 5 years. The fund trailed its US Large Value category average: $100 invested three years ago grew to $144, against $158 for the category, and to $118 over one year, against $121. Volatility over the past three years was 11.61% a year. In the 12 months to Jun 2026 the fund lost a net $15.8M, and assets reached $304.48M.
C000021864 Growth of $100
What $100 invested in SA Multi-Managed Large Cap Value Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | C000021864 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $118 | $121 |
| 3 years (Jul 2023 – Jun 2026) | $144 | $158 |
| 5 years (Jul 2021 – Jun 2026) | $159 | $165 |
| Since data start (Jul 2019 – Jun 2026) | $206 | $223 |
C000021864 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +8.52% |
| 1 year | +17.81% |
| 3 years (annualised) | +13.02% |
| 5 years (annualised) | +9.69% |
C000021864 Annual Returns
Calendar-year total returns of SA Multi-Managed Large Cap Value Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +8.52% |
| 2025 | +13.00% |
| 2024 | +10.66% |
| 2023 | +12.74% |
| 2022 | −3.42% |
| 2021 | +23.94% |
| 2020 | +1.45% |
| 2019 (Jul–Dec) | +10.68% |
C000021864 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.0% | +2.2% | −4.9% | +5.9% | +1.6% | +0.8% | — | — | — | — | — | — |
| 2025 | +3.8% | +0.2% | −2.4% | −3.6% | +3.1% | +3.2% | +1.1% | +3.2% | +0.8% | −0.1% | +2.5% | +0.7% |
| 2024 | −0.1% | +2.3% | +4.3% | −4.0% | +2.7% | −1.0% | +5.2% | +2.9% | +0.8% | −1.1% | +5.3% | −6.5% |
| 2023 | +4.9% | −3.0% | −0.2% | +1.9% | −3.5% | +6.2% | +3.1% | −2.9% | −4.0% | −2.5% | +8.0% | +5.0% |
| 2022 | −0.8% | −0.7% | +2.2% | −4.7% | +2.5% | −8.0% | +5.6% | −2.8% | −7.9% | +10.9% | +5.7% | −3.6% |
| 2021 | −1.5% | +5.1% | +6.5% | +3.8% | +2.1% | −1.3% | +1.3% | +1.8% | −3.2% | +4.5% | −3.5% | +6.9% |
| 2020 | −2.8% | −9.5% | −15.3% | +10.8% | +3.5% | −1.2% | +4.0% | +3.3% | −2.1% | −1.9% | +12.8% | +3.3% |
| 2019 | — | — | — | — | — | — | +1.3% | −3.0% | +3.9% | +1.7% | +3.2% | +3.2% |
C000021864 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 11.61%
- 3-year Sharpe ratio: 0.73 (vs 4.5% risk-free rate)
- Best month: +8.02% (Nov 2023)
- Worst month: −6.49% (Dec 2024)
C000021864 Fund Flows
Monthly money in and out of SA Multi-Managed Large Cap Value Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$15.8M
- 12-month gross sales (incl. reinvestments): $58.7M
- Sales ÷ redemptions: 0.79×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $50K | $4.5M | −$4.4M |
| May 2026 | $21K | $4.3M | −$4.3M |
| Apr 2026 | $996K | $7.3M | −$6.3M |
| Mar 2026 | $48K | $4.6M | −$4.5M |
| Feb 2026 | $53K | $10.1M | −$10.1M |
| Jan 2026 | $99K | $4.1M | −$4.0M |
| Dec 2025 | $56.1M | $12.0M | $44.1M |
| Nov 2025 | $12K | $7.2M | −$7.2M |
| Oct 2025 | $660K | $5.5M | −$4.8M |
| Sep 2025 | $86K | $4.8M | −$4.7M |
| Aug 2025 | $199K | $4.5M | −$4.3M |
| Jul 2025 | $315K | $5.6M | −$5.3M |
C000021864 Assets Under Management
Net assets of SA Multi-Managed Large Cap Value Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $304.48M |
| 2026-03-31 | $294.93M |
| 2025-12-31 | $312.70M |
| 2025-09-30 | $327.09M |
| 2025-06-30 | $324.64M |
| 2025-03-31 | $301.98M |
| 2024-12-31 | $335.60M |
| 2024-09-30 | $394.93M |
| 2024-06-30 | $467.95M |
| 2024-03-31 | $520.40M |
| 2023-12-31 | $513.16M |
| 2023-09-30 | $497.96M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.