See what your fund actually adds
SA Worldwide Moderate Growth Fund SAWMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SAWMX | Replication |
|---|---|---|
| Annualized growth | 8.8% | 7.6% |
| Annualized volatility | 9.9% | 8.4% |
| Sharpe ratio | 0.90 | 0.92 |
| Maximum drawdown | 17.4% | 16.1% |
| Replication fit (R²) | 0.91 · Tracking error 3.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model SAWMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 24.4% |
| VTV | Style · Value | 21.9% |
| VCIT | FI · IG Credit | 21.1% |
| EMLC | FI · EM Local Currency | 17.3% |
| WTMF | Alternatives · Mgt Futures | 15.2% |