C000022033 Performance — SA JPMorgan Diversified Balanced Portfolio, Class 2
Data updated: 2026-09-28
C000022033 returned +3.98% year to date and +9.59% over one year to Jul 2026. Annualised returns are +10.44% over 3 years and +5.08% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $135, against $153 for the category, and to $110 over one year, against $116. Volatility over the past three years was 9.67% a year. In the 12 months to Jul 2026 the fund lost a net $24.7M, and assets reached $421.15M.
C000022033 Growth of $100
What $100 invested in SA JPMorgan Diversified Balanced Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000022033 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $110 | $116 |
| 3 years (Aug 2023 – Jul 2026) | $135 | $153 |
| 5 years (Aug 2021 – Jul 2026) | $128 | $159 |
| Since data start (Aug 2019 – Jul 2026) | $168 | $226 |
C000022033 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.98% |
| 1 year | +9.59% |
| 3 years (annualised) | +10.44% |
| 5 years (annualised) | +5.08% |
C000022033 Annual Returns
Calendar-year total returns of SA JPMorgan Diversified Balanced Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +3.98% |
| 2025 | +12.82% |
| 2024 | +9.34% |
| 2023 | +15.23% |
| 2022 | −16.06% |
| 2021 | +11.59% |
| 2020 | +14.21% |
| 2019 (Aug–Dec) | +5.99% |
C000022033 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 | +1.4% | +1.0% | −5.3% | +5.5% | +2.1% | +0.1% | −0.6% | — | — | — | — | — |
| 2025 | +2.5% | +0.5% | −2.9% | −0.5% | +3.3% | +3.4% | +0.7% | +1.9% | +1.9% | +0.9% | +0.3% | +0.3% |
| 2024 | +0.2% | +2.5% | +2.4% | −3.6% | +3.6% | +1.5% | +1.5% | +2.2% | +1.4% | −2.5% | +3.5% | −3.4% |
| 2023 | +5.3% | −2.6% | +2.8% | +0.9% | −1.1% | +2.7% | +1.7% | −1.8% | −3.9% | −2.0% | +7.5% | +5.5% |
| 2022 | −3.5% | −2.0% | −0.4% | −6.3% | +0.3% | −5.9% | +4.9% | −3.3% | −6.7% | +2.9% | +5.9% | −2.2% |
| 2021 | −0.3% | +1.7% | +1.5% | +2.9% | +1.1% | +0.4% | +0.5% | +1.4% | −2.7% | +3.6% | −2.0% | +3.1% |
| 2020 | −0.2% | −4.2% | −11.3% | +7.7% | +3.5% | +2.3% | +4.2% | +3.8% | −2.3% | −1.2% | +9.2% | +3.6% |
| 2019 | — | — | — | — | — | — | — | −0.4% | +0.6% | +1.8% | +1.5% | +2.4% |
C000022033 Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 9.67%
- 3-year Sharpe ratio: 0.61 (vs 4.5% risk-free rate)
- Best month: +7.53% (Nov 2023)
- Worst month: −5.32% (Mar 2026)
C000022033 Fund Flows
Monthly money in and out of SA JPMorgan Diversified Balanced Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$24.7M
- 12-month gross sales (incl. reinvestments): $39.5M
- Sales ÷ redemptions: 0.61×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $2.6M | $6.4M | −$3.8M |
| Jun 2026 | $811K | $5.2M | −$4.4M |
| May 2026 | $559K | $4.1M | −$3.6M |
| Apr 2026 | $2.4M | $4.5M | −$2.1M |
| Mar 2026 | $1.2M | $5.0M | −$3.8M |
| Feb 2026 | $650K | $4.7M | −$4.0M |
| Jan 2026 | $2.6M | $6.1M | −$3.5M |
| Dec 2025 | $1.1M | $6.3M | −$5.2M |
| Nov 2025 | $24.2M | $5.1M | $19.1M |
| Oct 2025 | $736K | $6.7M | −$6.0M |
| Sep 2025 | $651K | $5.0M | −$4.3M |
| Aug 2025 | $2.0M | $5.1M | −$3.1M |
C000022033 Assets Under Management
Net assets of SA JPMorgan Diversified Balanced Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $421.15M |
| 2026-04-30 | $425.98M |
| 2026-01-31 | $432.28M |
| 2025-10-31 | $435.75M |
| 2025-07-31 | $429.31M |
| 2025-04-30 | $409.26M |
| 2025-01-31 | $438.93M |
| 2024-10-31 | $440.53M |
| 2024-07-31 | $446.66M |
| 2024-04-30 | $432.23M |
| 2024-01-31 | $439.69M |
| 2023-10-31 | $398.83M |
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.