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Saratoga Moderately Aggressive Balanced Allocation Portfolio Class A SAMAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

SAMAX compared with its replication portfolio
MeasureSAMAXReplication
Annualized growth6.1%7.5%
Annualized volatility10.7%10.1%
Sharpe ratio0.610.77
Maximum drawdown15.6%16.5%
Replication fit (R²)0.93 · Tracking error 2.9%

Replication portfolio

The published portfolio below is the investable basket used to model SAMAX’s historical return behavior.

SAMAX replication basket weights
TickerBuilding blockWeight
IJHUS Mid Cap25.1%
VCITFI · IG Credit25.1%
LRGFFactor · Multi-Factor24.2%
WTMFAlternatives · Mgt Futures23.6%
ICVTFI · Convertibles2.0%