SOKAX Performance — SAAT Core Market Strategy Fund, Class F
Data updated: 2026-08-28
SOKAX returned +7.00% year to date and +14.55% over one year to Jun 2026. Annualised returns are +11.47% over 3 years and +4.90% over 5 years. The fund trailed its US Multi-Cap Blend category average: $100 invested three years ago grew to $138, against $143 for the category, and to $115 over one year, against $116. Volatility over the past three years was 7.60% a year. In the 12 months to Jun 2026 the fund lost a net $8.9M, and assets reached $31.23M.
SOKAX Growth of $100
What $100 invested in SAAT Core Market 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 | SOKAX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $115 | $116 |
| 3 years (Jul 2023 – Jun 2026) | $138 | $143 |
| 5 years (Jul 2021 – Jun 2026) | $127 | $136 |
| Since data start (Jul 2019 – Jun 2026) | $154 | $173 |
SOKAX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.00% |
| 1 year | +14.55% |
| 3 years (annualised) | +11.47% |
| 5 years (annualised) | +4.90% |
SOKAX Annual Returns
Calendar-year total returns of SAAT Core Market Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +7.00% |
| 2025 | +15.11% |
| 2024 | +7.85% |
| 2023 | +9.98% |
| 2022 | −14.66% |
| 2021 | +8.04% |
| 2020 | +8.86% |
| 2019 (Jul–Dec) | +5.16% |
SOKAX 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 | −4.2% | +2.5% | +2.5% | −0.2% | +1.9% | +4.6% | — | — | — | — | — | — |
| 2025 | −1.1% | +0.8% | +2.4% | +2.8% | +2.4% | −0.1% | +1.8% | +2.4% | +0.2% | +0.6% | +0.9% | +1.0% |
| 2024 | +2.4% | +1.1% | +0.1% | +0.9% | +2.6% | −2.5% | +2.0% | +1.5% | +2.1% | −2.4% | +2.5% | −2.5% |
| 2023 | +2.0% | −2.8% | +4.8% | +2.7% | −1.8% | +0.6% | −2.9% | −1.6% | +1.8% | +3.9% | +5.4% | −2.1% |
| 2022 | −0.3% | −1.7% | −2.7% | −6.1% | +0.5% | −4.8% | −7.1% | −3.0% | +4.6% | −2.2% | +5.3% | +2.7% |
| 2021 | +1.0% | +0.5% | −0.3% | +0.7% | +1.5% | +2.6% | −2.3% | +0.8% | +0.9% | +2.3% | −1.6% | +1.8% |
| 2020 | −9.9% | −3.2% | −0.3% | +2.1% | +3.1% | +5.5% | −1.5% | +2.0% | +3.4% | +2.9% | +6.6% | −1.0% |
| 2019 | — | — | — | — | — | — | +0.7% | −0.1% | +0.3% | +2.1% | +0.8% | +1.2% |
SOKAX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 7.60%
- 3-year Sharpe ratio: 0.92 (vs 4.5% risk-free rate)
- Best month: +5.40% (Nov 2023)
- Worst month: −4.24% (Jan 2026)
SOKAX Fund Flows
Monthly money in and out of SAAT Core Market Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$8.9M
- 12-month gross sales (incl. reinvestments): $1.2M
- Sales ÷ redemptions: 0.12×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $138K | $691K | −$553K |
| May 2026 | $5K | $887K | −$882K |
| Apr 2026 | $35K | $492K | −$457K |
| Mar 2026 | $6K | $538K | −$533K |
| Feb 2026 | $46K | $2.9M | −$2.9M |
| Jan 2026 | $5K | $205K | −$200K |
| Dec 2025 | $176K | $953K | −$777K |
| Nov 2025 | $5K | $862K | −$857K |
| Oct 2025 | $590K | $903K | −$313K |
| Sep 2025 | $222K | $1.1M | −$871K |
| Aug 2025 | $10K | $307K | −$297K |
| Jul 2025 | $5K | $336K | −$331K |
SOKAX Assets Under Management
Net assets of SAAT Core Market Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $31.23M |
| 2026-03-31 | $31.31M |
| 2025-12-31 | $34.61M |
| 2025-09-30 | $36.40M |
| 2025-06-30 | $36.54M |
| 2025-03-31 | $36.37M |
| 2024-12-31 | $38.82M |
| 2024-09-30 | $41.15M |
| 2024-06-30 | $39.66M |
| 2024-03-31 | $41.01M |
| 2023-12-31 | $41.78M |
| 2023-09-30 | $41.15M |
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.