Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRQIX (SIMT S&P 500 INDEX FUND CLASS E) | NA | 13.28% | 10.05% | 13.00% | 8.74% | 9.36% | 6.33% | … | … |
Data as of 04/26/2018, Common starting date is 09/13/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRQIX (SIMT S&P 500 INDEX FUND CLASS E) | 09/13/1995 | 04/26/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.86 | 13.28 | 10.05 | 13.00 | 8.74 | 9.36 | 6.33 | … | … | 0.33 | 21.05 | 11.65 | 1.22 | 13.42 | 32.06 | 15.75 | 1.99 | 15.03 | 26.40 | -37.33 | 5.34 | 15.51 | 4.59 | 10.59 | 28.45 | -22.31 | -12.18 | -9.36 | 20.82 | 28.34 | 33.07 | 22.62 | 7.06 |
| Sharpe Ratio | NA | 1.03 | 0.72 | 1.02 | 0.42 | NA | NA | … | … | 0.00 | 3.04 | 0.87 | 0.08 | 1.18 | 2.90 | 1.25 | 0.08 | 0.82 | 0.96 | -0.93 | 0.15 | 1.22 | 0.23 | 0.87 | 1.63 | -0.90 | -0.63 | -0.60 | 0.97 | 1.31 | 1.62 | 1.60 | 2.86 |
| Standard Deviation(%) | NA | 12.11 | 13.17 | 12.52 | 20.37 | NA | NA | … | … | 19.18 | 6.74 | 13.12 | 15.51 | 11.40 | 11.06 | 12.67 | 23.52 | 18.12 | 27.41 | 41.13 | 15.83 | 10.03 | 10.33 | 11.09 | 17.04 | 25.99 | 23.33 | 22.20 | 18.05 | 19.03 | 18.18 | 11.82 | 7.72 |
| Draw Down(%) | NA | 10.10 | 13.06 | 13.06 | 51.80 | NA | NA | … | … | 10.10 | 2.60 | 10.29 | 12.06 | 7.30 | 5.60 | 9.67 | 18.76 | 15.64 | 27.30 | 47.94 | 9.91 | 7.48 | 7.05 | 7.50 | 13.81 | 33.11 | 29.26 | 16.70 | 11.83 | 18.84 | 10.78 | 7.44 | 2.50 |
| Yield(%) | 0.00 | 2.34 | 3.12 | 5.74 | 4.13 | 5.51 | 3.82 | … | … | 0.42 | 2.43 | 5.16 | 1.93 | 11.43 | 4.82 | 2.06 | 1.80 | 1.85 | 2.43 | 2.42 | 7.05 | 3.42 | 5.12 | 1.89 | 1.66 | 1.16 | 1.13 | 0.94 | 2.26 | 2.58 | 2.82 | 3.86 | 2.09 |
Data as of 04/26/2018, Common starting date is 09/13/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRQIX (SIMT S&P 500 INDEX FUND CLASS E) |
-16.35%
Mar 2000 – Mar 2003 |
-6.91%
Feb 2004 – Feb 2009 |
-3.70%
Feb 1999 – Feb 2009 |
3.52%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRQIX (SIMT S&P 500 INDEX FUND CLASS E) |
29.39%
Jul 1996 – Jul 1999 |
22.84%
Feb 2009 – Feb 2014 |
9.50%
Jan 2008 – Jan 2018 |
10.25%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart