See what your fund actually adds
SA U.S. Small Company Fund SAUMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SAUMX | Replication |
|---|---|---|
| Annualized growth | 7.6% | 6.8% |
| Annualized volatility | 18.5% | 18.8% |
| Sharpe ratio | 0.49 | 0.44 |
| Maximum drawdown | 24.0% | 24.5% |
| Replication fit (R²) | 0.99 · Tracking error 1.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model SAUMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJH | US Mid Cap | 51.9% |
| IJR | US Small Cap | 45.9% |
| XLB | Sector · Materials | 2.2% |