Performance analysis of SABA (Saba Capital Income & Opportunities Fund II)
Annual Return
Over the past 3 years, SABA has had an average annual return of +11.37%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, SABA has had an average annual return of +3.68%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, SABA has had an average annual return of +2.98%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Nov 1, 1999, SABA has had an average annual return of +7.05%, underperforming the benchmark SPY, which returned +8.56% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +6.56% | -0.36% | +31.29% | -2.72% | -8.99% | +1.03% | -6.67% | +8.55% | -1.25% | +4.13% | +7.03% | -7.71% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| -1.30% | -8.86% | +8.19% | -0.64% | +28.11% | +29.71% | +9.16% | -0.04% | +30.82% | -11.99% | +11.98% | +32.05% |
| 2002 | 2001 | 2000 | 1999 | ||||||||
| +31.42% | +12.66% | +15.37% | -6.31% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.65% | -0.52% | +4.22% | +2.98% | +1.87% | -1.39% | +6.56% | ||||||
| 2025 | +3.87% | -2.06% | -3.76% | +1.17% | +0.44% | +6.08% | +2.05% | -0.35% | -0.57% | -3.00% | +0.77% | -4.48% | -0.36% |
| 2024 | +2.59% | +1.28% | -0.02% | -0.55% | +2.89% | +2.06% | +8.37% | +2.37% | +0.45% | +1.03% | +5.03% | +2.34% | +31.29% |
| 2023 | +3.25% | -3.36% | +4.07% | -1.34% | -4.87% | +2.46% | +4.36% | -3.23% | -5.61% | +3.33% | -0.55% | -0.56% | -2.72% |
| 2022 | -0.88% | -1.68% | +1.57% | -6.07% | -0.93% | -3.54% | +4.88% | +1.96% | -11.85% | +6.19% | -0.48% | +2.84% | -8.99% |
| 2021 | +1.93% | -1.54% | -2.99% | +4.11% | +2.87% | +0.47% | +0.49% | -1.13% | -1.35% | +2.15% | -1.00% | -2.69% | +1.03% |
| 2020 | -0.68% | -4.83% | -6.33% | +1.40% | -0.31% | +0.07% | +2.34% | -2.46% | +0.65% | -2.70% | +4.14% | +2.36% | -6.67% |
| 2019 | +6.44% | +2.36% | -2.31% | +1.17% | -0.87% | +2.32% | +2.46% | -5.53% | +1.28% | -1.37% | -2.09% | +4.98% | +8.55% |
| 2018 | +0.27% | -1.12% | +0.59% | +1.47% | -3.07% | -0.74% | +2.96% | -4.27% | +2.77% | -0.02% | +0.67% | -0.53% | -1.25% |
| 2017 | +3.60% | -0.35% | +0.42% | +0.25% | -1.03% | +2.76% | -0.27% | +0.47% | +0.96% | -1.57% | -1.00% | -0.06% | +4.13% |
Drawdown analysis of SABA (Saba Capital Income & Opportunities Fund II)
The maximum drawdown for the SABA was -32.40%, occurring on Mar 18, 2020. Recovery took 1182 trading sessions.
The current SABA drawdown is -2.66%.
Since Nov 1, 1999 SABA has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 13 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.40% | Feb 1, 2013 | 1793 | Mar 18, 2020 | 1182 | Nov 26, 2024 | 2975 |
| -27.20% | Mar 13, 2008 | 157 | Oct 24, 2008 | 134 | May 8, 2009 | 291 |
| -22.25% | Dec 29, 2003 | 91 | May 10, 2004 | 115 | Oct 22, 2004 | 206 |
| -18.81% | Aug 30, 2011 | 24 | Oct 4, 2011 | 316 | Jan 8, 2013 | 340 |
| -18.64% | Mar 8, 2005 | 176 | Nov 15, 2005 | 114 | May 2, 2006 | 290 |
| -14.99% | Jan 30, 2025 | 49 | Apr 10, 2025 | 45 | Jun 16, 2025 | 94 |
| -13.59% | Jul 25, 2007 | 15 | Aug 15, 2007 | 31 | Sep 28, 2007 | 46 |
| -12.36% | Jun 28, 2002 | 17 | Jul 24, 2002 | 100 | Dec 13, 2002 | 117 |
| -11.95% | Apr 20, 2010 | 13 | May 7, 2010 | 58 | Jul 30, 2010 | 71 |
| -10.95% | Nov 2, 1999 | 143 | May 26, 2000 | 20 | Jun 26, 2000 | 163 |
| -10.60% | Nov 8, 2007 | 31 | Dec 24, 2007 | 11 | Jan 10, 2008 | 42 |
| -10.47% | Aug 13, 2025 | 122 | Feb 6, 2026 | Ongoing | Ongoing | Ongoing |
| -10.17% | May 27, 2003 | 47 | Aug 1, 2003 | 43 | Oct 2, 2003 | 90 |
| -9.65% | Oct 19, 2009 | 7 | Oct 28, 2009 | 17 | Nov 20, 2009 | 24 |
| -9.53% | Aug 3, 2011 | 3 | Aug 8, 2011 | 16 | Aug 30, 2011 | 19 |
| -8.82% | Mar 11, 2003 | 6 | Mar 19, 2003 | 34 | May 7, 2003 | 40 |
| -8.61% | Mar 13, 2001 | 16 | Apr 4, 2001 | 90 | Aug 13, 2001 | 106 |
| -8.53% | May 11, 2006 | 33 | Jun 28, 2006 | 40 | Aug 24, 2006 | 73 |
| -8.07% | Nov 25, 2009 | 15 | Dec 17, 2009 | 54 | Mar 9, 2010 | 69 |
| -6.60% | Nov 27, 2001 | 12 | Dec 13, 2001 | 24 | Jan 18, 2002 | 36 |
| -6.57% | Jan 16, 2008 | 4 | Jan 23, 2008 | 22 | Feb 25, 2008 | 26 |
| -6.14% | Nov 14, 2000 | 9 | Nov 28, 2000 | 9 | Dec 11, 2000 | 18 |
| -5.94% | Jun 5, 2007 | 7 | Jun 14, 2007 | 28 | Jul 25, 2007 | 35 |
| -5.35% | Sep 27, 2010 | 36 | Nov 16, 2010 | 15 | Dec 8, 2010 | 51 |
| -5.33% | Dec 22, 2006 | 22 | Jan 29, 2007 | 31 | Mar 14, 2007 | 53 |