Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGMIX (SIMT GLOBAL MANAGED VOLATILITY FUND CLASS I) | 2.99% | 4.40% | 10.26% | 3.15% | 5.13% | 7.08% | NA | … | … |
Data as of 06/10/2026, Common starting date is 10/30/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGMIX (SIMT GLOBAL MANAGED VOLATILITY FUND CLASS I) | 10/30/2007 | 06/10/2026 |
| 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 (%) | 0.00 | 4.40 | 10.26 | 3.15 | 5.13 | 7.08 | NA | … | … | 2.99 | 11.35 | 12.43 | 7.45 | -12.24 | 5.95 | -3.04 | 19.52 | -6.80 | 16.86 | 6.93 | 5.47 | 13.31 | 19.00 | 11.47 | 4.14 | 7.10 | 3.27 | -27.38 | -6.57 |
| Sharpe Ratio | NA | 0.25 | 0.83 | 0.07 | 0.28 | NA | NA | … | … | 0.63 | 0.78 | 1.26 | 0.52 | -0.90 | 0.47 | -0.12 | 2.41 | -0.80 | 3.24 | 0.69 | 0.51 | 1.82 | 2.50 | 1.76 | 0.35 | 0.78 | 0.23 | -1.04 | -2.59 |
| Standard Deviation(%) | NA | 7.32 | 8.57 | 10.94 | 12.51 | NA | NA | … | … | 7.67 | 10.90 | 6.99 | 7.33 | 15.16 | 12.50 | 26.50 | 7.48 | 10.27 | 5.02 | 9.73 | 10.76 | 7.32 | 7.59 | 6.55 | 11.90 | 8.97 | 13.74 | 27.10 | 13.82 |
| Draw Down(%) | NA | 6.00 | 8.62 | 22.87 | 31.06 | NA | NA | … | … | 6.00 | 8.62 | 4.13 | 6.92 | 16.55 | 10.21 | 31.06 | 4.11 | 13.47 | 1.89 | 6.88 | 8.25 | 5.34 | 8.08 | 3.88 | 10.28 | 6.51 | 18.22 | 33.65 | 7.56 |
| Yield(%) | 0.00 | 7.58 | 7.68 | 4.81 | 5.42 | 6.98 | 4.04 | … | … | 0.00 | 8.34 | 9.08 | 5.81 | 4.53 | 0.94 | 0.60 | 5.97 | 8.96 | 8.44 | 5.87 | 6.26 | 11.78 | 10.40 | 2.59 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/10/2026, Common starting date is 10/30/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGMIX (SIMT GLOBAL MANAGED VOLATILITY FUND CLASS I) |
-9.15%
Nov 2007 – Nov 2010 |
-2.37%
Nov 2007 – Nov 2012 |
4.29%
Oct 2013 – Oct 2023 |
3.45%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGMIX (SIMT GLOBAL MANAGED VOLATILITY FUND CLASS I) |
15.84%
May 2012 – May 2015 |
12.45%
May 2012 – May 2017 |
10.23%
Feb 2009 – Feb 2019 |
7.59%
Jun 2010 – Jun 2025 |
Annualized Rolling Returns Comparison Chart