C000214975 Performance — SA Franklin Systematic U.S. Large Cap Core Portfolio, Class 3
Data updated: 2026-09-28
C000214975 returned +9.44% year to date and +20.91% over one year to Jul 2026. Annualised returns are +20.73% over 3 years and +13.68% over 5 years. The fund beat its US Large Blend category average: $100 invested three years ago grew to $176, against $153 for the category, and to $121 over one year, against $116. Volatility over the past three years was 12.78% a year. In the 12 months to Jul 2026 the fund lost a net $4.6M, and assets reached $346.02M.
C000214975 Growth of $100
What $100 invested in SA Franklin Systematic U.S. Large Cap Core 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 | C000214975 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $121 | $116 |
| 3 years (Aug 2023 – Jul 2026) | $176 | $153 |
| 5 years (Aug 2021 – Jul 2026) | $190 | $159 |
| Since data start (Oct 2019 – Jul 2026) | $256 | $226 |
C000214975 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.44% |
| 1 year | +20.91% |
| 3 years (annualised) | +20.73% |
| 5 years (annualised) | +13.68% |
C000214975 Annual Returns
Calendar-year total returns of SA Franklin Systematic U.S. Large Cap Core Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +9.44% |
| 2025 | +18.01% |
| 2024 | +30.09% |
| 2023 | +21.20% |
| 2022 | −13.40% |
| 2021 | +25.40% |
| 2020 | +9.73% |
| 2019 (Oct–Dec) | +5.33% |
C000214975 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 | +1.0% | −0.9% | −4.6% | +8.7% | +5.8% | −0.7% | +0.3% | — | — | — | — | — |
| 2025 | +2.7% | −1.6% | −5.9% | −0.7% | +6.2% | +4.5% | +1.7% | +2.5% | +4.3% | +2.2% | +0.4% | +0.7% |
| 2024 | +3.1% | +6.1% | +4.0% | −4.7% | +5.8% | +3.5% | +0.8% | +2.6% | +2.0% | −0.3% | +7.1% | −2.7% |
| 2023 | +5.4% | −1.7% | +2.8% | +0.5% | −0.8% | +6.8% | +2.1% | −1.2% | −3.8% | −2.1% | +8.1% | +4.1% |
| 2022 | −5.6% | −2.9% | +3.4% | −4.8% | +0.7% | −6.0% | +8.0% | −4.0% | −8.3% | +8.0% | +5.2% | −6.2% |
| 2021 | −1.8% | +1.7% | +6.1% | +3.8% | +1.1% | +2.1% | +2.7% | +2.0% | −5.8% | +5.7% | −0.2% | +6.2% |
| 2020 | −1.5% | −7.8% | −12.8% | +10.9% | +5.0% | +0.1% | +5.2% | +5.0% | −1.8% | −2.6% | +9.8% | +2.5% |
| 2019 | — | — | — | — | — | — | — | — | — | 0.0% | +2.7% | +2.5% |
C000214975 Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 12.78%
- 3-year Sharpe ratio: 1.27 (vs 4.5% risk-free rate)
- Best month: +8.74% (Apr 2026)
- Worst month: −5.86% (Mar 2025)
C000214975 Fund Flows
Monthly money in and out of SA Franklin Systematic U.S. Large Cap Core Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$4.6M
- 12-month gross sales (incl. reinvestments): $68.9M
- Sales ÷ redemptions: 0.94×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $8.1M | $6.7M | $1.4M |
| Jun 2026 | $897K | $5.4M | −$4.5M |
| May 2026 | $3.7M | $6.1M | −$2.3M |
| Apr 2026 | $1.6M | $5.5M | −$3.8M |
| Mar 2026 | $563K | $6.3M | −$5.8M |
| Feb 2026 | $6.7M | $5.7M | $979K |
| Jan 2026 | $21.7M | $5.1M | $16.6M |
| Dec 2025 | $537K | $11.3M | −$10.8M |
| Nov 2025 | $23.7M | $6.9M | $16.8M |
| Oct 2025 | $679K | $6.0M | −$5.3M |
| Sep 2025 | $253K | $4.8M | −$4.5M |
| Aug 2025 | $382K | $3.8M | −$3.5M |
C000214975 Assets Under Management
Net assets of SA Franklin Systematic U.S. Large Cap Core Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $346.02M |
| 2026-04-30 | $333.17M |
| 2026-01-31 | $332.66M |
| 2025-10-31 | $326.61M |
| 2025-07-31 | $311.49M |
| 2025-04-30 | $275.21M |
| 2025-01-31 | $230.80M |
| 2024-10-31 | $216.61M |
| 2024-07-31 | $162.51M |
| 2024-04-30 | $145.87M |
| 2024-01-31 | $143.19M |
| 2023-10-31 | $126.41M |
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.