SXMAX Performance — Saat Moderate Strategy Allocation Fund, Class F
Data updated: 2026-08-28
SXMAX returned +4.41% year to date and +8.82% over one year to Jun 2026. Annualised returns are +10.59% over 3 years and +6.62% over 5 years. The fund trailed its US Multi-Cap Blend category average: $100 invested three years ago grew to $135, against $143 for the category, and to $109 over one year, against $116. Volatility over the past three years was 7.49% a year. In the 12 months to Jun 2026 the fund lost a net $1.0M, and assets reached $37.83M.
SXMAX Growth of $100
What $100 invested in Saat Moderate Strategy Allocation 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 | SXMAX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $109 | $116 |
| 3 years (Jul 2023 – Jun 2026) | $135 | $143 |
| 5 years (Jul 2021 – Jun 2026) | $138 | $136 |
| Since data start (Jul 2019 – Jun 2026) | $160 | $173 |
SXMAX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +4.41% |
| 1 year | +8.82% |
| 3 years (annualised) | +10.59% |
| 5 years (annualised) | +6.62% |
SXMAX Annual Returns
Calendar-year total returns of Saat Moderate Strategy Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +4.41% |
| 2025 | +10.49% |
| 2024 | +11.93% |
| 2023 | +8.24% |
| 2022 | −6.10% |
| 2021 | +16.23% |
| 2020 | −2.41% |
| 2019 (Jul–Dec) | +7.44% |
SXMAX 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 | −3.4% | +1.7% | +1.9% | 0.0% | +1.2% | +3.1% | — | — | — | — | — | — |
| 2025 | −1.4% | +1.2% | +2.7% | +1.4% | +2.7% | −0.6% | +0.9% | +2.5% | −0.1% | +0.3% | +1.6% | −1.0% |
| 2024 | +3.0% | +1.6% | +0.9% | +0.3% | +2.4% | −3.2% | +1.5% | +2.6% | +3.6% | −3.7% | +3.8% | −1.1% |
| 2023 | +0.5% | −2.2% | +3.3% | +3.8% | −2.8% | +0.9% | −2.6% | −1.0% | +1.7% | +3.6% | +4.9% | −1.8% |
| 2022 | +2.2% | −1.1% | −2.1% | −5.3% | +0.4% | −3.4% | −6.2% | −2.8% | +3.9% | −2.3% | +4.6% | +6.7% |
| 2021 | +4.3% | +1.6% | −0.3% | +0.2% | +1.7% | +2.8% | −3.0% | +1.3% | +1.2% | +5.0% | −2.0% | +2.6% |
| 2020 | −15.1% | −7.5% | −0.7% | +0.5% | +3.6% | +6.8% | −2.0% | +2.4% | +3.6% | +2.5% | +7.6% | −1.9% |
| 2019 | — | — | — | — | — | — | +1.8% | −0.2% | +0.6% | +2.0% | +1.8% | +1.3% |
SXMAX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 7.49%
- 3-year Sharpe ratio: 0.81 (vs 4.5% risk-free rate)
- Best month: +4.89% (Nov 2023)
- Worst month: −3.65% (Oct 2024)
SXMAX Fund Flows
Monthly money in and out of Saat Moderate Strategy Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: −$1.0M
- 12-month gross sales (incl. reinvestments): $5.5M
- Sales ÷ redemptions: 0.84×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $250K | $433K | −$183K |
| May 2026 | $3K | $692K | −$689K |
| Apr 2026 | $8K | $376K | −$369K |
| Mar 2026 | $30K | $726K | −$696K |
| Feb 2026 | $96K | $360K | −$264K |
| Jan 2026 | $168K | $509K | −$342K |
| Dec 2025 | $265K | $295K | −$31K |
| Nov 2025 | $64K | $972K | −$908K |
| Oct 2025 | $4.3M | $622K | $3.7M |
| Sep 2025 | $287K | $668K | −$381K |
| Aug 2025 | $3K | $447K | −$445K |
| Jul 2025 | $8K | $411K | −$403K |
SXMAX Assets Under Management
Net assets of Saat Moderate Strategy Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $37.83M |
| 2026-03-31 | $37.72M |
| 2025-12-31 | $38.99M |
| 2025-09-30 | $40.90M |
| 2025-06-30 | $41.08M |
| 2025-03-31 | $41.25M |
| 2024-12-31 | $48.24M |
| 2024-09-30 | $52.02M |
| 2024-06-30 | $49.62M |
| 2024-03-31 | $52.29M |
| 2023-12-31 | $51.22M |
| 2023-09-30 | $51.60M |
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.