C000022018 Performance — SA Morgan Stanley International Equities Portfolio, Class 1
Data updated: 2026-09-28
C000022018 returned +9.98% year to date and +15.61% over one year to Jul 2026. Annualised returns are +11.38% over 3 years and +6.26% over 5 years. The fund trailed its International Multi-Cap Value category average: $100 invested three years ago grew to $138, against $163 for the category, and to $116 over one year, against $127. Volatility over the past three years was 13.00% a year. In the 12 months to Jul 2026 the fund lost a net $31.5M, and assets reached $329.37M.
C000022018 Growth of $100
What $100 invested in SA Morgan Stanley International Equities Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Multi-Cap Value category average over the same months.
| Period | C000022018 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $116 | $127 |
| 3 years (Aug 2023 – Jul 2026) | $138 | $163 |
| 5 years (Aug 2021 – Jul 2026) | $135 | $166 |
| Since data start (Aug 2019 – Jul 2026) | $174 | $207 |
C000022018 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.98% |
| 1 year | +15.61% |
| 3 years (annualised) | +11.38% |
| 5 years (annualised) | +6.26% |
C000022018 Annual Returns
Calendar-year total returns of SA Morgan Stanley International Equities Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +9.98% |
| 2025 | +21.23% |
| 2024 | +3.02% |
| 2023 | +16.56% |
| 2022 | −13.98% |
| 2021 | +4.33% |
| 2020 | +11.51% |
| 2019 (Aug–Dec) | +8.52% |
C000022018 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 | +1.7% | +4.5% | −9.0% | +8.4% | +2.8% | +0.3% | +1.8% | — | — | — | — | — |
| 2025 | +5.0% | +1.9% | −1.2% | +3.3% | +5.1% | +2.2% | −1.7% | +1.8% | +1.1% | +1.3% | −0.6% | +1.4% |
| 2024 | −1.3% | +2.2% | +1.6% | −1.2% | +4.1% | −1.3% | +2.7% | +3.2% | +2.3% | −6.2% | −1.4% | −1.3% |
| 2023 | +9.5% | −2.7% | +4.1% | +3.4% | −4.2% | +4.3% | +1.3% | −4.2% | −5.0% | −3.6% | +9.0% | +5.2% |
| 2022 | −2.1% | −2.6% | −2.0% | −5.5% | +0.6% | −7.2% | +4.2% | −6.9% | −9.1% | +5.3% | +13.8% | −1.2% |
| 2021 | −2.6% | +0.3% | +3.0% | +3.9% | +4.5% | −1.9% | −0.9% | +0.5% | −4.6% | +2.9% | −5.2% | +5.1% |
| 2020 | −2.0% | −7.4% | −11.8% | +8.6% | +3.3% | +4.6% | +2.4% | +3.4% | −2.0% | −6.0% | +14.7% | +6.3% |
| 2019 | — | — | — | — | — | — | — | −0.8% | +1.7% | +3.0% | +1.3% | +3.1% |
C000022018 Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 13.00%
- 3-year Sharpe ratio: 0.53 (vs 4.5% risk-free rate)
- Best month: +8.98% (Nov 2023)
- Worst month: −9.03% (Mar 2026)
C000022018 Fund Flows
Monthly money in and out of SA Morgan Stanley International Equities Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$31.5M
- 12-month gross sales (incl. reinvestments): $38.8M
- Sales ÷ redemptions: 0.55×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $619K | $5.5M | −$4.9M |
| Jun 2026 | $415K | $5.1M | −$4.7M |
| May 2026 | $241K | $8.4M | −$8.1M |
| Apr 2026 | $1.1M | $6.5M | −$5.4M |
| Mar 2026 | $206K | $4.5M | −$4.3M |
| Feb 2026 | $460K | $4.7M | −$4.2M |
| Jan 2026 | $584K | $6.7M | −$6.1M |
| Dec 2025 | $91K | $8.9M | −$8.8M |
| Nov 2025 | $31.5M | $6.7M | $24.8M |
| Oct 2025 | $2.9M | $5.0M | −$2.1M |
| Sep 2025 | $524K | $4.4M | −$3.9M |
| Aug 2025 | $242K | $4.0M | −$3.7M |
C000022018 Assets Under Management
Net assets of SA Morgan Stanley International Equities Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $329.37M |
| 2026-04-30 | $331.23M |
| 2026-01-31 | $335.57M |
| 2025-10-31 | $348.76M |
| 2025-07-31 | $344.17M |
| 2025-04-30 | $340.90M |
| 2025-01-31 | $322.89M |
| 2024-10-31 | $325.88M |
| 2024-07-31 | $350.88M |
| 2024-04-30 | $344.80M |
| 2024-01-31 | $346.94M |
| 2023-10-31 | $317.64M |
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.