Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SEIIX (SIMT ENHANCED INCOME FUND CLASS I) | NA | 1.95% | 2.64% | 1.73% | 3.12% | NA | NA | … | … |
Data as of 05/20/2019, Common starting date is 06/29/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEIIX (SIMT ENHANCED INCOME FUND CLASS I) | 06/29/2007 | 05/20/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.95 | 2.64 | 1.73 | 3.12 | NA | NA | … | … | 2.49 | 0.20 | 2.69 | 3.95 | -0.29 | 0.38 | 2.16 | 4.83 | 0.15 | 3.68 | 12.67 | -31.32 | -5.23 |
| Sharpe Ratio | NA | 0.40 | 1.89 | 1.23 | 2.19 | NA | NA | … | … | 3.99 | -1.33 | 2.58 | 3.90 | -0.32 | 0.42 | 2.35 | 5.13 | 0.08 | 2.34 | 3.84 | -6.94 | -4.94 |
| Standard Deviation(%) | NA | 1.04 | 0.92 | 0.95 | 1.29 | NA | NA | … | … | 1.26 | 0.85 | 0.80 | 0.96 | 0.99 | 0.86 | 0.90 | 0.94 | 1.43 | 1.54 | 3.28 | 4.63 | 2.59 |
| Draw Down(%) | NA | 1.46 | 1.46 | 2.05 | 2.51 | NA | NA | … | … | 0.16 | 1.46 | 0.13 | 0.54 | 1.58 | 1.06 | 0.88 | 0.67 | 2.51 | 1.73 | 3.65 | 31.39 | 5.28 |
| Yield(%) | 0.00 | 3.10 | 2.46 | 2.11 | 2.03 | 1.06 | 0.80 | … | … | 0.99 | 2.73 | 2.01 | 2.02 | 1.85 | 1.44 | 1.75 | 1.93 | 2.15 | 0.93 | 0.00 | 0.00 | 3.00 |
Data as of 05/20/2019, Common starting date is 06/29/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEIIX (SIMT ENHANCED INCOME FUND CLASS I) |
-8.79%
Jul 2007 – Jul 2010 |
-4.45%
Jul 2007 – Jul 2012 |
-1.30%
Jul 2007 – Jul 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEIIX (SIMT ENHANCED INCOME FUND CLASS I) |
6.67%
Mar 2009 – Mar 2012 |
5.10%
Mar 2009 – Mar 2014 |
3.41%
Mar 2009 – Mar 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart