Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TMMAX (SIMT TAX-MANAGED MANAGED VOLATILITY FUND SIMT TAX-MANAGED MANAGED VOLATILITY FUND – CLASS F EFFECTIV) | 4.77% | 10.54% | 12.82% | 7.56% | 8.96% | 10.25% | NA | … | … |
Data as of 06/04/2026, Common starting date is 12/26/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMMAX (SIMT TAX-MANAGED MANAGED VOLATILITY FUND SIMT TAX-MANAGED MANAGED VOLATILITY FUND – CLASS F EFFECTIV) | 12/26/2007 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | 10.54 | 12.82 | 7.56 | 8.96 | 10.25 | NA | … | … | 4.77 | 11.03 | 17.08 | 7.32 | -8.16 | 19.47 | 0.58 | 24.00 | -2.85 | 15.19 | 11.84 | 2.23 | 16.18 | 28.19 | 10.52 | 10.09 | 15.21 | 16.33 | -25.53 | -1.60 |
| Sharpe Ratio | NA | 0.96 | 1.00 | 0.42 | 0.51 | NA | NA | … | … | 0.96 | 0.68 | 1.63 | 0.38 | -0.52 | 1.84 | 0.01 | 2.46 | -0.33 | 2.64 | 1.14 | 0.18 | 1.76 | 3.03 | 1.17 | 0.54 | 1.09 | 0.82 | -0.86 | -11.73 |
| Standard Deviation(%) | NA | 8.26 | 9.87 | 12.25 | 14.52 | NA | NA | … | … | 8.74 | 12.12 | 8.26 | 9.82 | 18.65 | 10.57 | 31.30 | 9.17 | 12.76 | 5.53 | 10.16 | 12.37 | 9.17 | 9.29 | 8.98 | 18.47 | 13.85 | 19.76 | 30.58 | 6.51 |
| Draw Down(%) | NA | 5.78 | 9.54 | 14.39 | 33.41 | NA | NA | … | … | 5.78 | 8.85 | 5.77 | 6.26 | 14.39 | 5.58 | 33.41 | 4.22 | 14.23 | 2.02 | 5.79 | 8.87 | 4.82 | 5.20 | 5.88 | 14.48 | 9.97 | 22.62 | 36.38 | 1.60 |
| Yield(%) | 0.00 | 20.94 | 17.91 | 10.95 | 9.51 | 11.06 | 8.67 | … | … | 0.00 | 22.35 | 22.20 | 14.22 | 0.81 | 1.20 | 1.40 | 4.42 | 4.55 | 4.52 | 4.52 | 5.39 | 8.46 | 6.34 | 5.23 | 5.35 | 1.39 | 0.00 | 0.00 | 0.08 |
Data as of 06/04/2026, Common starting date is 12/26/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMMAX (SIMT TAX-MANAGED MANAGED VOLATILITY FUND SIMT TAX-MANAGED MANAGED VOLATILITY FUND – CLASS F EFFECTIV) |
1.52%
Jan 2008 – Jan 2011 |
4.33%
Mar 2015 – Mar 2020 |
7.78%
Oct 2013 – Oct 2023 |
8.05%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMMAX (SIMT TAX-MANAGED MANAGED VOLATILITY FUND SIMT TAX-MANAGED MANAGED VOLATILITY FUND – CLASS F EFFECTIV) |
21.29%
Feb 2009 – Feb 2012 |
20.03%
Feb 2009 – Feb 2014 |
14.79%
Feb 2009 – Feb 2019 |
12.25%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart