Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SVYAX (SIIT U.S. MANAGED VOLATILITY FUND SIIT U.S. MANAGED VOLATILITY FUND – CLASS A) | 6.75% | 12.39% | 13.59% | 8.23% | 9.61% | 10.18% | NA | … | … |
Data as of 06/04/2026, Common starting date is 01/12/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVYAX (SIIT U.S. MANAGED VOLATILITY FUND SIIT U.S. MANAGED VOLATILITY FUND – CLASS A) | 01/12/2009 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.89 | 12.39 | 13.59 | 8.23 | 9.61 | 10.18 | NA | … | … | 6.75 | -41.61 | 15.71 | 4.70 | -0.50 | 20.55 | -1.84 | 23.90 | -2.42 | 15.32 | 13.78 | 1.35 | 5.40 | 29.75 | 13.08 | 10.44 | 14.48 | 15.68 |
| Sharpe Ratio | NA | 1.00 | 0.97 | 0.48 | 0.56 | NA | NA | … | … | 1.41 | -0.69 | 1.31 | 0.10 | -0.12 | 1.93 | -0.07 | 2.44 | -0.30 | 2.51 | 1.29 | 0.10 | 0.35 | 3.17 | 1.43 | 0.56 | 1.01 | 0.81 |
| Standard Deviation(%) | NA | 8.80 | 10.67 | 12.07 | 14.37 | NA | NA | … | … | 8.76 | 65.49 | 9.20 | 10.45 | 16.54 | 10.62 | 30.90 | 9.18 | 12.68 | 5.87 | 10.48 | 12.56 | 15.27 | 9.36 | 9.19 | 18.73 | 14.25 | 19.80 |
| Draw Down(%) | NA | 5.09 | 11.57 | 16.07 | 33.99 | NA | NA | … | … | 5.09 | 47.25 | 6.25 | 7.93 | 16.07 | 5.25 | 33.99 | 4.24 | 14.02 | 2.37 | 6.10 | 9.08 | 13.40 | 5.36 | 5.59 | 15.35 | 10.16 | 19.86 |
| Yield(%) | 0.00 | 50.66 | 25.53 | 16.86 | 13.58 | 13.50 | 13.30 | … | … | 0.00 | 53.72 | 12.67 | 12.34 | 10.91 | 21.50 | 2.15 | 7.39 | 15.32 | 11.39 | 7.87 | 8.15 | 2.36 | 12.72 | 4.72 | 9.31 | 16.31 | 0.00 |
Data as of 06/04/2026, Common starting date is 01/12/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVYAX (SIIT U.S. MANAGED VOLATILITY FUND SIIT U.S. MANAGED VOLATILITY FUND – CLASS A) |
0.83%
Mar 2017 – Mar 2020 |
3.75%
Mar 2015 – Mar 2020 |
7.18%
Oct 2013 – Oct 2023 |
9.76%
Apr 2011 – Apr 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVYAX (SIIT U.S. MANAGED VOLATILITY FUND SIIT U.S. MANAGED VOLATILITY FUND – CLASS A) |
20.73%
Sep 2011 – Sep 2014 |
20.23%
Feb 2009 – Feb 2014 |
13.96%
Feb 2009 – Feb 2019 |
11.87%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart