| Ticker: | SASMX |
| Manager: | Jeffrey J. Russell |
| Manager Since: | 03/07 |
| NAV (05/20/2013): | 24.05 |
| Objective: | Equity - Small Cap |
| Peer: | SC SG |
| Net Assets ($mil): | 524.58 |
| Inception: | 08/05/1999 |
SASMX : Description
The fund was incepted in July 1998 and is managed by Salomon Brothers Asset Management. The fund seeks long-term growth of capital. The fund invests at least 80% of its assets in equity securities of small cap issuers. The fund considers companies with market capitalizations similar to that of the companies included in the Russell 2000 Growth Index to be small cap companies. The fund offers dividends and capital gains annually.
SASMX : Composition - 05/13
| Stocks | 89.73% |
| Foreign Stocks | 2.63% |
| Cash | 6.72% |
| Bonds | 0.00% |
| Foreign Bonds | 0.00% |
| Preferred | 0.00% |
| Convertible | 0.00% |
| Other | 3.55% |
| Foreign Hedged | 0.00% |
SASMX : Style Analysis - 05/13
| Large Growth | 17.42% |
| Large Value | 0.00% |
| Small Growth | 70.83% |
| Small Value | 0.00% |
| Foreign Stock | 17.42% |
| Emerging Market | 0.00% |
| Precious Metals | 0.00% |
| Intermediate Bond | 0.00% |
| High Yield Bond | 0.00% |
| Foreign Bond | 0.00% |
SASMX : Risk Analysis
| Beta v. S&P 500 | 1.31 |
| Beta v. EAFE | -0.19 |
| Beta v. Barclays Agg Bond | -0.82 |
| Alpha 3 Yr | 1.57 |
| Alpha 5 Yr | 3.13 |
| R-Sq 3 Yr | 0.87 |
| R-Sq 5 Yr | 0.87 |
| Std Dev 3 Yr | 18.41 |
| Std Dev 5 Yr | 22.53 |
| Sharpe 3 Yr | 0.97 |
| Sharpe 5 Yr | 0.49 |
SASMX : Fees
| Expense Ratio | 1.33 |
| % Max Load | 5.75 |
| % Min Load | 0.00 |
| % Deferred Load | NA |
| % Redemption | NA |
| % Max 12 B1 Fee | 0.25 |
| % Max Mgt Fee | 0.75 |
SASMX : Purchase Choices:
| Min Initial Investment | 1000 |
| Min Subsequent Investment | 50 |
SASMX : Returns Analysis - Annual
| 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NAV ($) | 13.45 | 15.50 | 14.98 | 16.11 | 16.75 | 9.64 | 13.71 | 17.17 | 17.26 | 20.10 | 24.05 |
| Total Return (%) | 50.95 | 15.24 | 4.82 | 12.40 | 9.68 | -40.86 | 42.22 | 25.23 | 0.52 | 18.89 | 13.93 |
| Annual Dividend Yield (%) | 0.00 | 0.00 | 7.99 | 4.27 | 5.03 | 4.36 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Relative Performance | |||||||||||
| Rel Performance-S&P500(%) | 222.63 | 43.68 | -0.66 | -33.87 | 41.89 | -38.58 | 157.99 | 101.73 | -15.75 | 29.01 | 11.87 |
| Rel Performance-Obj.Ret.(%) | 83.67 | -4.46 | -15.48 | -6.85 | 70.13 | -29.35 | 94.81 | 3.67 | 47.66 | 47.12 | 28.44 |
| Ret.Quintile vs Obj(1 is best) | 1 | 4 | 4 | 3 | 2 | 4 | 2 | 3 | 1 | 1 | 1 |
| Turnover, Yields, and Gains | |||||||||||
| Fund Assets Net($mil) | 0 | 0 | 0 | 431 | 582 | 322 | 406 | 478 | 447 | 525 | 525 |
| Annual Turnover (%) | 0.00 | 0.00 | 0.00 | 94.00 | 78.00 | 41.00 | 25.00 | 33.00 | 24.00 | 14.00 | 0.00 |
| Annual Dividend Paid ($) | 0.00 | 0.00 | 1.27 | 0.73 | 0.89 | 0.44 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Annual Capital Gains Paid($) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.41 | 0.00 |
SASMX : Returns Analysis - Trailing Total Return
| 1 Month | 3 Month | 6 Month | YTD | 1 Year | 3 Year | 5 Year | 10 Year | 15 Year | 20 Year | |
|---|---|---|---|---|---|---|---|---|---|---|
| Total Return (through 05/13) | -0.39% | 6.71% | 16.78% | 13.93% | 14.94% | 16.10% | 8.43% | 12.00% | NA | NA |
| Ret. Percentile vs. Obj. (1 is best) | 43 | 13 | 31 | 10 | 46 | 4 | 22 | 9 | NA | NA |
SASMX : Stock Portfolio Snapshot - 05/13
| Average Price/Earnings | 29.35 |
| Average Price/Book | 3.76 |
| Average EPS Growth | 14.04 |
| Average Market Value | 2,716.00 |
SASMX : Stock Sector Breakout - 05/13
SASMX : Top Holdings - 05/13
| Name | Weight | Shares |
|---|---|---|
| IWO (ISHARES RUSSELL 2000 GRO | 4.53 | 1 |
| IDEX CORP | 2.34 | 603,460 |
| SOLARWINDS INC | 2.16 | 511,700 |
| BALLY TECHNOLOGIES INC | 2.00 | 535,620 |
| MEDNAX INC | 1.86 | 280,172 |
| SOURCEFIRE | 1.95 | 589,608 |
| MSC INDUSTRIAL DIRECT CO A | 1.93 | 315,260 |
| LIONS GATE ENTERTAINMENT CORP | 1.92 | 1,349,830 |
| ASPEN TECHNOLOGY INC | 1.99 | 840,600 |