C000222244 Performance — SA BlackRock Multi-Factor 70/30 Portfolio, Class 3
Data updated: 2026-09-28
C000222244 returned +8.80% year to date and +15.47% over one year to Jul 2026. Annualised returns are +13.02% over 3 years and +6.16% over 5 years. The fund beat its Core Bond category average: $100 invested three years ago grew to $144, against $118 for the category, and to $115 over one year, against $106. Volatility over the past three years was 9.69% a year. In the 12 months to Jul 2026 the fund took in a net $3.4M, and assets reached $132.17M.
C000222244 Growth of $100
What $100 invested in SA BlackRock Multi-Factor 70/30 Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Core Bond category average over the same months.
| Period | C000222244 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $115 | $106 |
| 3 years (Aug 2023 – Jul 2026) | $144 | $118 |
| 5 years (Aug 2021 – Jul 2026) | $135 | $111 |
| Since data start (Oct 2020 – Jul 2026) | $159 | $121 |
C000222244 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +8.80% |
| 1 year | +15.47% |
| 3 years (annualised) | +13.02% |
| 5 years (annualised) | +6.16% |
C000222244 Annual Returns
Calendar-year total returns of SA BlackRock Multi-Factor 70/30 Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +8.80% |
| 2025 | +14.00% |
| 2024 | +11.89% |
| 2023 | +13.09% |
| 2022 | −16.00% |
| 2021 | +13.34% |
| 2020 (Oct–Dec) | +6.73% |
C000222244 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 | +2.2% | +1.7% | −4.9% | +6.8% | +3.7% | +2.1% | −2.6% | — | — | — | — | — |
| 2025 | +3.1% | +0.8% | −2.5% | +0.8% | +2.8% | +2.4% | −0.2% | +2.2% | +2.5% | +0.3% | +0.5% | +0.6% |
| 2024 | +1.2% | +3.1% | +2.5% | −3.9% | +3.8% | +1.3% | +1.6% | +2.6% | +1.4% | −2.1% | +3.5% | −3.3% |
| 2023 | +4.5% | −3.0% | +2.2% | +1.4% | −2.3% | +3.9% | +1.9% | −1.2% | −3.6% | −1.9% | +6.9% | +4.2% |
| 2022 | −5.1% | −2.5% | +1.1% | −7.1% | +0.9% | −6.4% | +5.6% | −4.1% | −7.2% | +5.5% | +6.4% | −2.9% |
| 2021 | −0.4% | +1.9% | +2.5% | +2.9% | +1.4% | +0.6% | +1.4% | +1.8% | −3.5% | +4.1% | −2.3% | +2.4% |
| 2020 | — | — | — | — | — | — | — | — | — | −4.3% | +8.6% | +2.6% |
C000222244 Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 9.69%
- 3-year Sharpe ratio: 0.88 (vs 4.5% risk-free rate)
- Best month: +6.89% (Nov 2023)
- Worst month: −4.93% (Mar 2026)
C000222244 Fund Flows
Monthly money in and out of SA BlackRock Multi-Factor 70/30 Portfolio, from SEC Form N-PORT.
- 12-month net flow: $3.4M
- 12-month gross sales (incl. reinvestments): $15.9M
- Sales ÷ redemptions: 1.27×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $1.4M | $2.7M | −$1.3M |
| Jun 2026 | $959K | $1.1M | −$93K |
| May 2026 | $414K | $768K | −$354K |
| Apr 2026 | $883K | $1.2M | −$295K |
| Mar 2026 | $904K | $846K | $58K |
| Feb 2026 | $819K | $1.5M | −$668K |
| Jan 2026 | $1.0M | $1.3M | −$265K |
| Dec 2025 | $568K | $912K | −$344K |
| Nov 2025 | $5.4M | $471K | $5.0M |
| Oct 2025 | $1.4M | $573K | $828K |
| Sep 2025 | $1.1M | $571K | $553K |
| Aug 2025 | $900K | $668K | $233K |
C000222244 Assets Under Management
Net assets of SA BlackRock Multi-Factor 70/30 Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $132.17M |
| 2026-04-30 | $129.79M |
| 2026-01-31 | $126.66M |
| 2025-10-31 | $122.62M |
| 2025-07-31 | $115.26M |
| 2025-04-30 | $109.53M |
| 2025-01-31 | $108.98M |
| 2024-10-31 | $105.37M |
| 2024-07-31 | $105.47M |
| 2024-04-30 | $98.50M |
| 2024-01-31 | $97.13M |
| 2023-10-31 | $85.91M |
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.