C000199991 Performance — SA Large Cap Value Index Portfolio, Class 1
Data updated: 2026-09-28
C000199991 returned +10.00% year to date and +19.37% over one year to Jul 2026. Annualised returns are +13.47% over 3 years and +11.20% over 5 years. The fund trailed its US Large Value category average: $100 invested three years ago grew to $146, against $156 for the category, and to $119 over one year, against $122. Volatility over the past three years was 12.09% a year. In the 12 months to Jul 2026 the fund lost a net $6.2M, and assets reached $702.51M.
C000199991 Growth of $100
What $100 invested in SA Large Cap Value Index 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 | C000199991 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $119 | $122 |
| 3 years (Aug 2023 – Jul 2026) | $146 | $156 |
| 5 years (Aug 2021 – Jul 2026) | $170 | $168 |
| Since data start (Aug 2019 – Jul 2026) | $224 | $226 |
C000199991 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +10.00% |
| 1 year | +19.37% |
| 3 years (annualised) | +13.47% |
| 5 years (annualised) | +11.20% |
C000199991 Annual Returns
Calendar-year total returns of SA Large Cap Value Index Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +10.00% |
| 2025 | +12.81% |
| 2024 | +11.90% |
| 2023 | +21.89% |
| 2022 | −5.60% |
| 2021 | +24.41% |
| 2020 | +1.36% |
| 2019 (Aug–Dec) | +10.97% |
C000199991 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 | +2.5% | +2.2% | −4.6% | +5.9% | +1.9% | +0.1% | +2.0% | — | — | — | — | — |
| 2025 | +2.8% | +0.4% | −3.0% | −3.6% | +3.0% | +3.6% | +0.8% | +3.4% | +1.7% | +1.1% | +1.7% | +0.4% |
| 2024 | +0.2% | +3.0% | +4.5% | −4.3% | +3.0% | −0.7% | +4.7% | +2.9% | +1.1% | −1.3% | +5.8% | −6.8% |
| 2023 | +7.0% | −3.0% | +1.3% | +1.7% | −2.0% | +6.9% | +3.4% | −2.8% | −4.7% | −1.7% | +9.5% | +5.5% |
| 2022 | −1.7% | −1.5% | +2.9% | −4.9% | +1.6% | −8.3% | +5.9% | −2.9% | −8.5% | +11.5% | +6.0% | −4.0% |
| 2021 | −1.6% | +5.9% | +6.3% | +3.7% | +2.3% | −1.2% | +0.7% | +1.7% | −3.3% | +4.6% | −3.3% | +7.0% |
| 2020 | −2.6% | −9.5% | −15.2% | +10.7% | +3.2% | −1.0% | +3.7% | +3.5% | −2.4% | −2.0% | +12.8% | +3.5% |
| 2019 | — | — | — | — | — | — | — | −2.6% | +3.7% | +2.6% | +3.8% | +3.1% |
C000199991 Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 12.09%
- 3-year Sharpe ratio: 0.74 (vs 4.5% risk-free rate)
- Best month: +9.53% (Nov 2023)
- Worst month: −6.81% (Dec 2024)
C000199991 Fund Flows
Monthly money in and out of SA Large Cap Value Index Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$6.2M
- 12-month gross sales (incl. reinvestments): $138.8M
- Sales ÷ redemptions: 0.96×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $3.4M | $11.2M | −$7.7M |
| Jun 2026 | $553K | $14.3M | −$13.8M |
| May 2026 | $4.5M | $10.1M | −$5.6M |
| Apr 2026 | $2.4M | $11.4M | −$9.0M |
| Mar 2026 | $1.0M | $11.1M | −$10.0M |
| Feb 2026 | $10.8M | $10.6M | $197K |
| Jan 2026 | $43.5M | $9.8M | $33.7M |
| Dec 2025 | $529K | $22.5M | −$22.0M |
| Nov 2025 | $63.8M | $14.4M | $49.4M |
| Oct 2025 | $711K | $11.3M | −$10.6M |
| Sep 2025 | $871K | $9.6M | −$8.7M |
| Aug 2025 | $6.7M | $8.7M | −$2.0M |
C000199991 Assets Under Management
Net assets of SA Large Cap Value Index Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $702.51M |
| 2026-04-30 | $702.18M |
| 2026-01-31 | $699.25M |
| 2025-10-31 | $672.76M |
| 2025-07-31 | $653.10M |
| 2025-04-30 | $621.30M |
| 2025-01-31 | $623.01M |
| 2024-10-31 | $629.27M |
| 2024-07-31 | $513.14M |
| 2024-04-30 | $482.31M |
| 2024-01-31 | $457.39M |
| 2023-10-31 | $374.52M |
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.