See what your fund actually adds
SA International Value Fund SAHMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SAHMX | Replication |
|---|---|---|
| Annualized growth | 13.5% | 13.8% |
| Annualized volatility | 15.3% | 14.2% |
| Sharpe ratio | 0.90 | 0.98 |
| Maximum drawdown | 25.0% | 21.6% |
| Replication fit (R²) | 0.95 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model SAHMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 76.4% |
| DGS | EM Small Cap | 9.9% |
| XLE | Sector · Energy | 6.9% |
| DBEF | Intl · Dev Hedged | 6.8% |