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ISIN
US83002G6035
Inception Date
Apr 9, 2019
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

CMIUX Performance Chart

Six Circles Managed Equity Portfolio International Unconstrained Fund (CMIUX) is up 9.3% since the beginning of the year. CMIUX is currently trading at $18 per share. Investors who bought $1,000 worth of CMIUX shares 5 years ago would now be looking at an investment worth $1,656.


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S&P 500 Index

Returns By Period

Six Circles Managed Equity Portfolio International Unconstrained Fund (CMIUX) has returned 9.32% so far this year and 23.70% over the past 12 months.


Six Circles Managed Equity Portfolio International Unconstrained Fund

1D
0.00%
1M
1.22%
YTD
9.32%
6M
9.19%
1Y
23.70%
3Y*
16.87%
5Y*
10.61%
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMIUX Monthly Returns History

Based on dividend-adjusted daily data since Apr 16, 2019, CMIUX's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +18.1%, while the worst month was Mar 2020 at -16.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CMIUX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 12, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.62%4.13%-8.42%5.76%2.19%0.44%9.32%
20255.43%3.76%-1.42%4.90%4.80%2.16%-2.31%3.94%2.59%0.68%1.28%3.66%33.36%
2024-0.08%2.87%3.84%-2.76%5.60%-1.84%1.51%3.33%0.27%-5.68%-1.60%-2.29%2.63%
202310.09%-2.56%3.98%3.18%-4.34%4.29%2.22%-4.03%-4.52%-2.45%8.84%5.16%20.07%
2022-2.39%-3.80%0.33%-6.80%2.46%-10.13%5.64%-6.78%-9.21%7.48%15.61%-2.69%-12.61%
2021-1.27%3.31%3.73%3.94%4.70%-1.73%1.68%1.73%-4.42%5.67%-4.52%6.07%19.72%

Benchmark Metrics

Six Circles Managed Equity Portfolio International Unconstrained Fund has an annualized alpha of 1.18%, beta of 0.79, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since April 16, 2019.

  • This fund participated in 91.78% of S&P 500 Index downside but only 85.05% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.18%
Beta
0.79
0.63
Upside Capture
85.05%
Downside Capture
91.78%

Expense Ratio

CMIUX has an expense ratio of 0.13%, which is considered low.


Return for Risk

Risk / Return Rank

CMIUX ranks 35 for risk / return — below 35% 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.


CMIUX Risk / Return Rank: 3535
Overall Rank
CMIUX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CMIUX Sortino Ratio Rank: 3434
Sortino Ratio Rank
CMIUX Omega Ratio Rank: 3333
Omega Ratio Rank
CMIUX Calmar Ratio Rank: 3535
Calmar Ratio Rank
CMIUX Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Six Circles Managed Equity Portfolio International Unconstrained Fund (CMIUX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CMIUXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.29

1.32

-0.04

Calmar ratioReturn relative to maximum drawdown

2.10

2.46

-0.35

Martin ratioReturn relative to average drawdown

7.70

10.92

-3.22

Dividends

Dividend History

Six Circles Managed Equity Portfolio International Unconstrained Fund provided a 2.39% dividend yield over the last twelve months, with an annual payout of $0.44 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.402019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.44$0.44$0.38$0.29$0.33$0.25$0.20$0.16

Dividend yield

2.39%2.62%2.96%2.25%2.98%1.93%1.81%1.55%

Monthly Dividends

The table displays the monthly dividend distributions for Six Circles Managed Equity Portfolio International Unconstrained Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$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$0.44$0.44
2024$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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25

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 Six Circles Managed Equity Portfolio International Unconstrained 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 Six Circles Managed Equity Portfolio International Unconstrained Fund was 36.83%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.

The current Six Circles Managed Equity Portfolio International Unconstrained Fund drawdown is 0.87%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-36.83%Mar 2020
2mo 2d7mo 28d
10moJan 2020 - Nov 2020
Bear market2022
-29.49%Sep 2022
8mo 17d9mo 19d
1y 6moJan 2022 - Jul 2023
2025 selloff2025
-14.30%Apr 2025
1mo 2d24d
1mo 26dMar 2025 - May 2025
2023 correction2023
-12.39%Oct 2023
3mo 15d1mo 18d
5mo 3dJul 2023 - Dec 2023
2026 correction2026
-11.76%Mar 2026
22d
3mo 28dFeb 2026 - now

Drawdown Indicators


CMIUXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-56.78%

+19.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-9.10%

-2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-14.30%

-18.90%

+4.60%

Max Drawdown (5Y)

Largest decline over 5 years

-29.49%

-25.43%

-4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.87%

-3.21%

+2.34%

Average Drawdown

Average peak-to-trough decline

-5.70%

-10.71%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.04%

+1.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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