C000021966 Performance — SA Franklin Systematic U.S. Large Cap Value Portfolio, Class 1
Data updated: 2026-09-28
C000021966 returned +21.03% year to date and +35.10% over one year to Jul 2026. Annualised returns are +19.83% over 3 years and +12.33% over 5 years. The fund beat its US Large Value category average: $100 invested three years ago grew to $172, against $156 for the category, and to $135 over one year, against $122. Volatility over the past three years was 12.51% a year. In the 12 months to Jul 2026 the fund lost a net $99.9M, and assets reached $609.89M.
C000021966 Growth of $100
What $100 invested in SA Franklin Systematic U.S. 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 | C000021966 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $135 | $122 |
| 3 years (Aug 2023 – Jul 2026) | $172 | $156 |
| 5 years (Aug 2021 – Jul 2026) | $179 | $168 |
| Since data start (Aug 2019 – Jul 2026) | $245 | $226 |
C000021966 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +21.03% |
| 1 year | +35.10% |
| 3 years (annualised) | +19.83% |
| 5 years (annualised) | +12.33% |
C000021966 Annual Returns
Calendar-year total returns of SA Franklin Systematic U.S. Large Cap Value Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +21.03% |
| 2025 | +16.92% |
| 2024 | +20.36% |
| 2023 | +8.36% |
| 2022 | −7.71% |
| 2021 | +24.08% |
| 2020 | +7.50% |
| 2019 (Aug–Dec) | +7.74% |
C000021966 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 | +4.1% | +2.8% | −4.5% | +7.9% | +3.7% | +3.3% | +2.5% | — | — | — | — | — |
| 2025 | +3.5% | −0.1% | −3.3% | −2.9% | +3.5% | +3.4% | +0.9% | +4.0% | +2.0% | +1.4% | +3.1% | +0.7% |
| 2024 | +1.6% | +4.1% | +6.1% | −4.3% | +3.5% | −0.2% | +5.6% | +3.3% | +0.8% | −0.6% | +6.8% | −7.1% |
| 2023 | +4.5% | −3.1% | −0.9% | +0.6% | −3.4% | +6.5% | +3.3% | −2.4% | −3.3% | −3.8% | +6.4% | +4.6% |
| 2022 | −3.9% | −2.2% | +3.8% | −5.0% | +1.8% | −8.9% | +6.7% | −2.3% | −7.8% | +10.3% | +6.2% | −4.8% |
| 2021 | +0.4% | +3.2% | +8.9% | +1.9% | +2.6% | −0.6% | +0.8% | +3.1% | −4.5% | +3.6% | −2.7% | +5.8% |
| 2020 | −3.5% | −8.4% | −14.7% | +12.6% | +4.8% | +0.7% | +2.5% | +4.7% | −1.9% | −1.3% | +14.1% | +1.4% |
| 2019 | — | — | — | — | — | — | — | −3.2% | +4.5% | +0.6% | +3.5% | +2.4% |
C000021966 Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 12.51%
- 3-year Sharpe ratio: 1.23 (vs 4.5% risk-free rate)
- Best month: +7.86% (Apr 2026)
- Worst month: −7.11% (Dec 2024)
C000021966 Fund Flows
Monthly money in and out of SA Franklin Systematic U.S. Large Cap Value Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$99.9M
- 12-month gross sales (incl. reinvestments): $46.6M
- Sales ÷ redemptions: 0.32×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $2.1M | $12.7M | −$10.5M |
| Jun 2026 | $3.2M | $12.2M | −$9.0M |
| May 2026 | $708K | $9.0M | −$8.3M |
| Apr 2026 | $1.8M | $17.8M | −$16.1M |
| Mar 2026 | $331K | $9.3M | −$9.0M |
| Feb 2026 | $1.2M | $7.7M | −$6.6M |
| Jan 2026 | $2.5M | $26.3M | −$23.8M |
| Dec 2025 | $573K | $15.3M | −$14.7M |
| Nov 2025 | $31.3M | $10.8M | $20.5M |
| Oct 2025 | $565K | $10.6M | −$10.1M |
| Sep 2025 | $337K | $7.5M | −$7.2M |
| Aug 2025 | $2.1M | $7.2M | −$5.1M |
C000021966 Assets Under Management
Net assets of SA Franklin Systematic U.S. Large Cap Value Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $609.89M |
| 2026-04-30 | $582.06M |
| 2026-01-31 | $581.33M |
| 2025-10-31 | $585.77M |
| 2025-07-31 | $566.11M |
| 2025-04-30 | $534.74M |
| 2025-01-31 | $503.04M |
| 2024-10-31 | $496.75M |
| 2024-07-31 | $438.19M |
| 2024-04-30 | $357.49M |
| 2024-01-31 | $357.75M |
| 2023-10-31 | $326.77M |
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.