SMSIX Performance — SAAT Moderate Strategy Fund, Class I
Data updated: 2026-08-28
SMSIX returned +4.01% year to date and +8.93% over one year to Jun 2026. Annualised returns are +8.21% over 3 years and +3.84% over 5 years. The fund trailed its US Multi-Cap Blend category average: $100 invested three years ago grew to $127, against $143 for the category, and to $109 over one year, against $116. Volatility over the past three years was 5.53% a year. In the 12 months to Jun 2026 the fund lost a net $5.1M, and assets reached $76.91M.
SMSIX Growth of $100
What $100 invested in SAAT Moderate Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | SMSIX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $109 | $116 |
| 3 years (Jul 2023 – Jun 2026) | $127 | $143 |
| 5 years (Jul 2021 – Jun 2026) | $121 | $136 |
| Since data start (Jul 2019 – Jun 2026) | $136 | $173 |
SMSIX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +4.01% |
| 1 year | +8.93% |
| 3 years (annualised) | +8.21% |
| 5 years (annualised) | +3.84% |
SMSIX Annual Returns
Calendar-year total returns of SAAT Moderate Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +4.01% |
| 2025 | +11.19% |
| 2024 | +6.09% |
| 2023 | +6.48% |
| 2022 | −9.83% |
| 2021 | +7.16% |
| 2020 | +3.45% |
| 2019 (Jul–Dec) | +3.82% |
SMSIX 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 | −3.3% | +2.4% | +2.0% | −0.4% | +1.1% | +2.3% | — | — | — | — | — | — |
| 2025 | −0.3% | +1.5% | +1.8% | +1.7% | +1.2% | +0.2% | +1.2% | +1.8% | −0.2% | +0.3% | +0.9% | +0.6% |
| 2024 | +1.9% | +0.5% | +0.3% | +0.8% | +1.9% | −1.9% | +1.6% | +1.5% | +1.9% | −1.9% | +1.8% | −2.2% |
| 2023 | +2.0% | −2.2% | +2.6% | +1.8% | −1.8% | +0.9% | −2.1% | −1.0% | +1.1% | +2.8% | +3.8% | −1.2% |
| 2022 | +0.1% | −1.0% | −2.1% | −4.1% | +0.1% | −3.0% | −5.5% | −2.4% | +3.3% | −1.6% | +3.7% | +2.7% |
| 2021 | +1.8% | −0.5% | −0.4% | +0.4% | +1.4% | +1.8% | −2.2% | +0.7% | +1.3% | +2.4% | −1.0% | +1.4% |
| 2020 | −7.5% | −3.0% | +0.3% | +0.6% | +2.2% | +4.0% | −1.3% | +1.2% | +2.6% | +1.8% | +4.1% | −1.1% |
| 2019 | — | — | — | — | — | — | +0.5% | +0.4% | +0.5% | +1.2% | +0.6% | +0.6% |
SMSIX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 5.53%
- 3-year Sharpe ratio: 0.67 (vs 4.5% risk-free rate)
- Best month: +3.82% (Nov 2023)
- Worst month: −3.29% (Jan 2026)
SMSIX Fund Flows
Monthly money in and out of SAAT Moderate Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$5.1M
- 12-month gross sales (incl. reinvestments): $7.6M
- Sales ÷ redemptions: 0.60×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $512K | $1.1M | −$580K |
| May 2026 | $204K | $724K | −$520K |
| Apr 2026 | $488K | $462K | $26K |
| Mar 2026 | $278K | $886K | −$607K |
| Feb 2026 | $444K | $2.7M | −$2.3M |
| Jan 2026 | $534K | $822K | −$288K |
| Dec 2025 | $874K | $884K | −$10K |
| Nov 2025 | $668K | $929K | −$261K |
| Oct 2025 | $2.1M | $2.1M | $33K |
| Sep 2025 | $645K | $839K | −$193K |
| Aug 2025 | $248K | $637K | −$388K |
| Jul 2025 | $572K | $567K | $5K |
SMSIX Assets Under Management
Net assets of SAAT Moderate Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $76.91M |
| 2026-03-31 | $75.98M |
| 2025-12-31 | $78.28M |
| 2025-09-30 | $78.81M |
| 2025-06-30 | $77.57M |
| 2025-03-31 | $78.93M |
| 2024-12-31 | $79.48M |
| 2024-09-30 | $85.21M |
| 2024-06-30 | $83.96M |
| 2024-03-31 | $86.17M |
| 2023-12-31 | $88.48M |
| 2023-09-30 | $88.31M |
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.