See what your fund actually adds
Saratoga Investment Quality Bond Portfolio Class A SQBAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SQBAX | Replication |
|---|---|---|
| Annualized growth | 0.1% | 1.4% |
| Annualized volatility | 3.5% | 2.9% |
| Sharpe ratio | 0.04 | 0.49 |
| Maximum drawdown | 6.3% | 8.8% |
| Replication fit (R²) | 0.66 · Tracking error 2.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model SQBAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 48.2% |
| VCSH | FI · Short Corp | 31.3% |
| VGIT | FI · Intermediate Gov | 10.7% |
| MUB | FI · Municipal | 6.0% |
| SPTL | FI · Long Gov | 3.9% |