SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX)

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SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) is up 6.5% since the beginning of the year. SIMYX is currently trading at $14 per share. Investors who bought $1,000 worth of SIMYX shares 5 years ago would now be looking at an investment worth $1,503.

SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) has returned 6.48% so far this year and 17.33% over the past 12 months.

Based on dividend-adjusted daily data since Jan 3, 2017, SIMYX's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +8.8%, while the worst month was Mar 2020 at -12.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SIMYX closed higher 50% of trading days. The best single day was Mar 25, 2020 with a return of +9.3%, while the worst single day was Mar 12, 2020 at -9.8%.

SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund has an annualized alpha of 1.53%, beta of 0.43, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.

• This fund participated in 64.46% of S&P 500 Index downside but only 51.76% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.43 may look defensive, but with R2 of 0.42 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.42 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

SIMYX has an expense ratio of 0.86%, placing it in the medium range.

SIMYX ranks 34 for risk / return — below 34% 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.

SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund provided a 2.94% dividend yield over the last twelve months, with an annual payout of $0.42 per share.

The table displays the monthly dividend distributions for SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the SEI Institutional Managed Trust Tax-Managed International Managed Volatility 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 SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund was 32.14%, occurring on Mar 23, 2020. Recovery took 269 trading sessions.

The current SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund drawdown is 4.54%.

The chart below shows the rolling one-month volatility.