Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SEVIX (SIMT US MANAGED VOLATILITY FUND CLASS I) | 0.00% | 1.19% | 9.42% | 2.02% | 5.07% | 7.49% | NA | … | … |
Data as of 06/03/2026, Common starting date is 06/29/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEVIX (SIMT US MANAGED VOLATILITY FUND CLASS I) | 06/29/2007 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.19 | 9.42 | 2.02 | 5.07 | 7.49 | NA | … | … | 0.00 | 7.03 | 15.13 | 3.36 | -9.59 | 1.28 | -2.45 | 23.87 | -3.01 | 13.71 | 11.78 | 0.75 | 16.21 | 28.98 | 12.08 | 9.44 | 13.99 | 14.27 | -29.92 | -5.67 |
| Sharpe Ratio | NA | -0.15 | 0.65 | -0.03 | 0.22 | NA | NA | … | … | 0.00 | 0.33 | 1.24 | -0.03 | -0.57 | 0.08 | -0.09 | 2.44 | -0.22 | 2.26 | 1.12 | 0.06 | 1.76 | 3.06 | 1.33 | 0.50 | 0.98 | 0.69 | -0.96 | -0.89 |
| Standard Deviation(%) | NA | 5.62 | 9.97 | 12.98 | 15.78 | NA | NA | … | … | NA | 12.63 | 9.26 | 10.37 | 19.56 | 15.03 | 30.72 | 9.19 | 20.45 | 5.81 | 10.35 | 12.51 | 9.20 | 9.46 | 9.12 | 18.94 | 14.19 | 20.47 | 32.03 | 15.41 |
| Draw Down(%) | NA | 2.94 | 11.72 | 20.78 | 34.15 | NA | NA | … | … | 0.00 | 10.75 | 6.15 | 8.69 | 16.63 | 9.92 | 34.15 | 4.19 | 18.91 | 2.19 | 6.07 | 8.98 | 5.03 | 5.52 | 5.82 | 15.53 | 10.48 | 23.95 | 40.08 | 9.21 |
| Yield(%) | 0.00 | 0.51 | 9.56 | 5.21 | 6.06 | 8.03 | 5.63 | … | … | 0.00 | 0.91 | 16.47 | 12.20 | 1.27 | 1.53 | 1.15 | 5.27 | 11.63 | 9.27 | 4.45 | 5.95 | 12.96 | 10.16 | 2.60 | 1.16 | 0.59 | 0.00 | 0.00 | 0.57 |
Data as of 06/03/2026, 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 |
|---|---|---|---|---|
| SEVIX (SIMT US MANAGED VOLATILITY FUND CLASS I) |
-8.41%
Aug 2007 – Aug 2010 |
-0.39%
Sep 2018 – Sep 2023 |
4.69%
Oct 2013 – Oct 2023 |
5.09%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEVIX (SIMT US MANAGED VOLATILITY FUND CLASS I) |
20.80%
Feb 2009 – Feb 2012 |
20.08%
Feb 2009 – Feb 2014 |
14.50%
Feb 2009 – Feb 2019 |
10.04%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart