Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SVOAX (SIMT US MANAGED VOLATILITY FUND SIMT US MANAGED VOLATILITY FUND – CLASS F EFFECTIVE 1-31-2017 (FORME) | 4.19% | 9.13% | 12.29% | 3.59% | 6.07% | 8.33% | 7.33% | … | … |
Data as of 06/04/2026, Common starting date is 12/29/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVOAX (SIMT US MANAGED VOLATILITY FUND SIMT US MANAGED VOLATILITY FUND – CLASS F EFFECTIVE 1-31-2017 (FORME) | 12/29/2004 | 06/04/2026 |
| 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 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.37 | 9.13 | 12.29 | 3.59 | 6.07 | 8.33 | 7.33 | … | … | 4.19 | 10.48 | 15.47 | 3.68 | -9.34 | 1.48 | -2.19 | 24.17 | -2.75 | 14.04 | 12.06 | 0.97 | 16.49 | 29.27 | 12.41 | 9.71 | 14.88 | 16.25 | -29.08 | 8.81 | 14.27 | 3.42 | 0.16 |
| Sharpe Ratio | NA | 0.72 | 0.86 | 0.09 | 0.28 | NA | NA | … | … | 0.74 | 0.58 | 1.28 | 0.00 | -0.55 | 0.10 | -0.08 | 2.48 | -0.20 | 2.32 | 1.15 | 0.08 | 1.79 | 3.10 | 1.37 | 0.51 | 1.03 | 0.82 | -0.93 | 0.45 | 1.29 | 0.12 | 5.30 |
| Standard Deviation(%) | NA | 8.68 | 10.69 | 13.34 | 15.92 | NA | NA | … | … | 9.04 | 13.07 | 9.24 | 10.46 | 19.53 | 15.09 | 30.71 | 9.15 | 20.46 | 5.80 | 10.32 | 12.51 | 9.18 | 9.43 | 9.10 | 18.99 | 14.34 | 19.82 | 32.30 | 12.50 | 8.46 | 9.45 | 3.83 |
| Draw Down(%) | NA | 5.39 | 11.62 | 20.29 | 34.09 | NA | NA | … | … | 5.39 | 10.76 | 6.12 | 8.51 | 16.53 | 9.92 | 34.09 | 4.19 | 18.91 | 2.13 | 6.01 | 8.97 | 5.01 | 5.46 | 5.74 | 15.52 | 10.11 | 23.84 | 39.59 | 9.14 | 5.75 | 6.11 | 0.09 |
| Yield(%) | 0.00 | 14.83 | 14.38 | 7.64 | 7.53 | 9.53 | 8.44 | … | … | 0.00 | 16.04 | 16.72 | 12.44 | 1.54 | 1.79 | 1.38 | 5.55 | 11.89 | 9.57 | 4.72 | 6.23 | 13.22 | 10.43 | 2.92 | 1.42 | 1.39 | 1.61 | 0.91 | 5.76 | 4.16 | 0.00 | 0.25 |
Data as of 06/04/2026, Common starting date is 12/29/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVOAX (SIMT US MANAGED VOLATILITY FUND SIMT US MANAGED VOLATILITY FUND – CLASS F EFFECTIVE 1-31-2017 (FORME) |
-10.34%
Feb 2006 – Feb 2009 |
-0.11%
Sep 2018 – Sep 2023 |
4.96%
Oct 2013 – Oct 2023 |
5.83%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVOAX (SIMT US MANAGED VOLATILITY FUND SIMT US MANAGED VOLATILITY FUND – CLASS F EFFECTIVE 1-31-2017 (FORME) |
21.89%
Feb 2009 – Feb 2012 |
20.83%
Feb 2009 – Feb 2014 |
15.01%
Feb 2009 – Feb 2019 |
10.46%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart