SMLVX Performance — SGI U.S. Small Cap Equity Fund, Class C
Data updated: 2024-01-26
SMLVX returned −4.18% over one year to Nov 2023. The annualised 3-year return is +3.15%. Against its Global Small Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $110, against $93 for the category, and to $96 over one year, against $99. Volatility over the past three years was 14.68% a year. In the 12 months to Nov 2023 the fund took in a net $30.7M, and assets reached $26.24M.
SMLVX Growth of $100
What $100 invested in SGI U.S. Small Cap Equity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Small Blend category average over the same months.
| Period | SMLVX | Category average |
|---|---|---|
| 1 year (Dec 2022 – Nov 2023) | $96 | $99 |
| 3 years (Dec 2020 – Nov 2023) | $110 | $93 |
| Since data start (Mar 2020 – Nov 2023) | $104 | $116 |
SMLVX Trailing Returns
Total returns to Nov 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −4.18% |
| 3 years (annualised) | +3.15% |
SMLVX Annual Returns
Calendar-year total returns of SGI U.S. Small Cap Equity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Nov) | +1.77% |
| 2022 | −12.37% |
| 2021 | +16.30% |
| 2020 (Mar–Dec) | +0.20% |
SMLVX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +4.9% | −1.8% | −2.4% | −1.3% | −2.9% | +6.1% | +3.3% | −3.7% | −4.2% | −1.9% | +6.6% | — |
| 2022 | −6.9% | −1.6% | +1.2% | −5.5% | +2.1% | −2.5% | +5.6% | −4.2% | −7.0% | +10.1% | +3.0% | −5.8% |
| 2021 | +2.1% | +1.5% | +0.9% | +2.3% | −0.5% | +0.1% | +1.6% | +0.6% | −3.4% | +4.6% | −0.8% | +6.6% |
| 2020 | — | — | −21.2% | +5.2% | +5.0% | +0.3% | +5.2% | +0.7% | −3.6% | +1.3% | +4.7% | +5.8% |
SMLVX Risk
Risk measures from monthly returns over Dec 2020 – Nov 2023.
- 3-year volatility (annualised): 14.68%
- 3-year Sharpe ratio: -0.09 (vs 4.5% risk-free rate)
- Best month: +10.13% (Oct 2022)
- Worst month: −7.02% (Sep 2022)
SMLVX Fund Flows
Monthly money in and out of SGI U.S. Small Cap Equity Fund, from SEC Form N-PORT.
- 12-month net flow: $30.7M
- 12-month gross sales (incl. reinvestments): $10.8M
- Sales ÷ redemptions: -0.54×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2023 | $891K | −$10.1M | $11.0M |
| Oct 2023 | $665K | −$1.5M | $2.2M |
| Sep 2023 | $1.3M | −$1.5M | $2.8M |
| Aug 2023 | $1.5M | −$1.2M | $2.6M |
| Jul 2023 | $913K | −$405K | $1.3M |
| Jun 2023 | $570K | −$368K | $938K |
| May 2023 | $623K | −$1.4M | $2.1M |
| Apr 2023 | $1.1M | −$485K | $1.6M |
| Mar 2023 | $730K | −$905K | $1.6M |
| Feb 2023 | $1.3M | −$941K | $2.2M |
| Jan 2023 | $539K | −$523K | $1.1M |
| Dec 2022 | $800K | −$540K | $1.3M |
SMLVX Assets Under Management
Net assets of SGI U.S. Small Cap Equity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-11-30 | $26.24M |
| 2023-08-31 | $37.42M |
| 2023-05-31 | $34.45M |
| 2023-02-28 | $37.14M |
| 2022-11-30 | $37.75M |
| 2022-08-31 | $35.56M |
| 2022-05-31 | $36.45M |
| 2022-02-28 | $35.99M |
| 2021-11-30 | $34.44M |
| 2021-08-31 | $33.54M |
| 2021-05-31 | $41.17M |
| 2021-02-28 | $36.85M |
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.