Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SVTAX (SIMT GLOBAL MANAGED VOLATILITY FUND SIMT GLOBAL MANAGED VOLATILITY FUND – CLASS F EFFECTIVE 1-31-201) | 3.23% | 6.56% | 11.29% | 3.99% | 5.58% | 7.47% | NA | … | … |
Data as of 06/05/2026, Common starting date is 08/10/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVTAX (SIMT GLOBAL MANAGED VOLATILITY FUND SIMT GLOBAL MANAGED VOLATILITY FUND – CLASS F EFFECTIVE 1-31-201) | 08/10/2006 | 06/05/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.37 | 6.56 | 11.29 | 3.99 | 5.58 | 7.47 | NA | … | … | 3.23 | 13.45 | 12.77 | 7.76 | -11.95 | 6.51 | -2.84 | 19.80 | -6.49 | 17.18 | 7.18 | 5.71 | 13.55 | 19.26 | 11.77 | 4.58 | 7.17 | 3.52 | -27.13 | -3.39 | 8.99 |
| Sharpe Ratio | NA | 0.66 | 0.99 | 0.16 | 0.33 | NA | NA | … | … | 0.85 | 0.98 | 1.31 | 0.57 | -0.89 | 0.53 | -0.12 | 2.45 | -0.77 | 3.46 | 0.71 | 0.53 | 1.82 | 2.55 | 1.78 | 0.38 | 0.79 | 0.25 | -1.03 | -0.65 | 4.10 |
| Standard Deviation(%) | NA | 7.22 | 8.54 | 10.82 | 12.42 | NA | NA | … | … | 7.68 | 10.86 | 6.96 | 7.24 | 15.01 | 12.32 | 26.32 | 7.48 | 10.29 | 4.80 | 9.74 | 10.68 | 7.42 | 7.55 | 6.62 | 11.86 | 9.01 | 13.67 | 27.23 | 10.15 | 5.18 |
| Draw Down(%) | NA | 5.99 | 8.60 | 22.51 | 31.02 | NA | NA | … | … | 5.99 | 8.60 | 4.16 | 6.90 | 16.37 | 9.95 | 31.02 | 4.02 | 13.37 | 1.85 | 6.85 | 8.19 | 5.34 | 8.15 | 3.94 | 10.19 | 6.46 | 18.12 | 33.40 | 9.99 | 1.26 |
| Yield(%) | 0.00 | 8.32 | 7.99 | 5.06 | 5.61 | 7.21 | 4.77 | … | … | 0.00 | 9.16 | 8.99 | 5.85 | 4.65 | 1.15 | 0.80 | 6.16 | 9.04 | 8.52 | 6.13 | 6.40 | 11.86 | 10.47 | 2.77 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/05/2026, Common starting date is 08/10/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVTAX (SIMT GLOBAL MANAGED VOLATILITY FUND SIMT GLOBAL MANAGED VOLATILITY FUND – CLASS F EFFECTIVE 1-31-201) |
-12.12%
May 2007 – May 2010 |
-4.74%
May 2007 – May 2012 |
3.43%
Dec 2006 – Dec 2016 |
2.95%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVTAX (SIMT GLOBAL MANAGED VOLATILITY FUND SIMT GLOBAL MANAGED VOLATILITY FUND – CLASS F EFFECTIVE 1-31-201) |
16.11%
May 2012 – May 2015 |
12.89%
May 2012 – May 2017 |
10.50%
Feb 2009 – Feb 2019 |
7.88%
Jun 2010 – Jun 2025 |
Annualized Rolling Returns Comparison Chart