Find A Portfolio/Ticker
Comparison Box
SMSAX: SIMT MULTI-STRATEGY ALTERNATIVE FUND CLASS F EFFECTIVE 1-31-2017 (FORMERLY CLASS A) (MUTUAL FUND)
Basic Info 9.61 0.02(0.21%) March 28
Asset Class: | Multialternative |
MyPlanIQ Rating: | (19%) |
Start Date: | 04/05/2010 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 2.01% |
Expenses | 1.83% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/05/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 2.5 | 9.6 | 1.6 | 4.0 | 2.5 | 1.9 | 7.2 | -4.9 | 1.5 | 12.1 | 4.8 | -3.7 | 5.3 | 4.0 | -2.8 | 0.8 | 5.0 | 1.9 | -4.6 | -1.2 |
Sharpe Ratio | NA | 1.15 | 1.59 | -0.21 | 0.48 | 0.31 | 0.28 | 0.87 | -1.36 | 0.32 | 1.47 | 1.38 | -1.47 | 1.85 | 1.15 | -0.73 | 0.19 | 2.1 | 1.11 | -1.3 | -0.58 |
Draw Down(%) | NA | 1.2 | 2.1 | 9.7 | 11.0 | 11.0 | 11.0 | 2.4 | 8.5 | 3.5 | 11.0 | 1.7 | 6.0 | 1.2 | 2.8 | 5.0 | 4.7 | 2.1 | 1.7 | 6.6 | 2.4 |
Standard Deviation(%) | NA | 4.0 | 3.6 | 4.2 | 5.0 | 4.3 | 3.9 | 3.4 | 4.7 | 4.6 | 8.0 | 2.5 | 3.4 | 2.5 | 3.3 | 3.9 | 3.8 | 2.4 | 1.7 | 3.6 | 2.9 |
Treynor Ratio | NA | 0.19 | 0.27 | -0.06 | 0.14 | 0.07 | 0.07 | 0.17 | -0.48 | 0.07 | 0.64 | 0.24 | -0.31 | 0.22 | 0.19 | -0.13 | 0.03 | 0.28 | 0.28 | -0.45 | -0.19 |
Alpha | NA | -0.02 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.02 | -0.01 | 0.03 | 0.0 | -0.02 | 0.0 | 0.01 | -0.01 | -0.01 | 0.0 | 0.0 | -0.02 | -0.01 |
Beta | NA | 0.24 | 0.21 | 0.15 | 0.17 | 0.18 | 0.16 | 0.17 | 0.13 | 0.2 | 0.18 | 0.15 | 0.16 | 0.21 | 0.2 | 0.23 | 0.28 | 0.18 | 0.07 | 0.1 | 0.09 |
RSquared | NA | 0.44 | 0.46 | 0.39 | 0.52 | 0.55 | 0.51 | 0.43 | 0.48 | 0.32 | 0.64 | 0.53 | 0.65 | 0.31 | 0.61 | 0.78 | 0.72 | 0.71 | 0.25 | 0.44 | 0.34 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/05/2010
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Multialternative Asset Class Trend Rankings |
Top Rated Funds in Multialternative
Best Mutual Funds
- PDPCX (VIRTUS ALTERNATIVES DIVERSIFIER FUND CLASS C) (100%)
- JHAAX (GLOBAL ABSOLUTE RETURN STRATEGIES FUND CLASS A) (99%)
- DVRIX (MFS GLOBAL ALTERNATIVE STRATEGY FUND I) (96%)
- GSRTX (GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND CLASS IR SHARES) (93%)
- ASFIX (ABSOLUTE STRATEGIES FUND INSTITUTIONAL SHARES) (91%)
- AAASX (DEUTSCHE REAL ASSETS FUND CLASS S) (90%)
- AAAZX (DEUTSCHE REAL ASSETS FUND INSTITUTIONAL CLASS) (88%)
- AVGRX (DYNAMIC TOTAL RETURN FUND CLASS I) (87%)
- DNMDX (DUNHAM MONTHLY DISTRIBUTION FUND DUNHAM MONTHLY DISTRIBUTION FUND CLASS N) (85%)
- GAFYX (ASG GLOBAL ALTERNATIVES FUND CLASS Y) (84%)