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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Multi-Manager International Equity Strategies Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Multi-Manager International Equity Strategies Fund (CMIEX) has returned -5.23% so far this year and 16.48% over the past 12 months.
Multi-Manager International Equity Strategies Fund
- 1D
- 0.08%
- 1M
- -12.72%
- YTD
- -5.23%
- 6M
- -0.61%
- 1Y
- 16.48%
- 3Y*
- 12.44%
- 5Y*
- 6.38%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 22, 2018, CMIEX's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +16.9%, while the worst month was Mar 2020 at -16.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, CMIEX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.80% | 3.61% | -12.72% | -5.23% | |||||||||
| 2025 | 4.85% | 3.62% | -0.81% | 3.28% | 4.76% | 3.03% | -1.25% | 3.57% | 2.80% | 0.84% | 0.69% | 3.29% | 32.46% |
| 2024 | -0.85% | 3.02% | 3.01% | -2.68% | 5.26% | -2.14% | 2.76% | 2.84% | 1.15% | -4.85% | -0.48% | -2.61% | 3.96% |
| 2023 | 9.94% | -2.21% | 3.68% | 2.09% | -3.03% | 4.60% | 2.37% | -3.52% | -3.83% | -3.24% | 9.18% | 4.82% | 21.41% |
| 2022 | -2.68% | -4.90% | -1.63% | -6.25% | 2.94% | -9.05% | 3.66% | -5.45% | -9.51% | 6.02% | 14.25% | -1.53% | -15.46% |
| 2021 | -0.61% | 4.09% | 1.59% | 1.73% | 3.00% | -1.49% | -0.56% | 1.69% | -3.71% | 2.13% | -5.78% | 5.16% | 6.89% |
Benchmark Metrics
Multi-Manager International Equity Strategies Fund has an annualized alpha of -1.39%, beta of 0.79, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since May 23, 2018.
- This fund participated in 94.88% of S&P 500 Index downside but only 79.61% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.39%
- Beta
- 0.79
- R²
- 0.72
- Upside Capture
- 79.61%
- Downside Capture
- 94.88%
Expense Ratio
CMIEX has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CMIEX ranks 39 for risk / return — below 39% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Multi-Manager International Equity Strategies Fund (CMIEX) and compare them to a chosen benchmark (S&P 500 Index).
| CMIEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.90 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.39 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.40 | -0.33 |
Martin ratioReturn relative to average drawdown | 4.23 | 6.61 | -2.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CMIEX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Multi-Manager International Equity Strategies Fund provided a 9.42% dividend yield over the last twelve months, with an annual payout of $1.23 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.23 | $1.23 | $0.85 | $0.26 | $0.24 | $0.38 | $0.15 | $0.25 | $0.07 |
Dividend yield | 9.42% | 8.92% | 7.54% | 2.26% | 2.44% | 3.21% | 1.30% | 2.47% | 0.83% |
Monthly Dividends
The table displays the monthly dividend distributions for Multi-Manager International Equity Strategies Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.23 | $1.23 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.85 | $0.85 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Multi-Manager International Equity Strategies Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Multi-Manager International Equity Strategies Fund was 35.35%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Multi-Manager International Equity Strategies Fund drawdown is 13.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.35% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -32.43% | Jun 15, 2021 | 336 | Oct 12, 2022 | 341 | Feb 22, 2024 | 677 |
| -18.64% | May 23, 2018 | 149 | Dec 24, 2018 | 220 | Nov 7, 2019 | 369 |
| -14.5% | Mar 20, 2025 | 14 | Apr 8, 2025 | 17 | May 2, 2025 | 31 |
| -13.08% | Feb 26, 2026 | 22 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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