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

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The chart shows the growth of an initial investment of $10,000 in SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) has returned 3.35% so far this year and 22.67% 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 +0.64%. At this rate, your investment would double in approximately 9.1 years.

Historically, 63% of months were positive and 37% 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 2.08%, beta of 0.43, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.

• This fund participated in 64.63% of S&P 500 Index downside but only 54.73% 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 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below present risk-adjusted performance metrics for SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and compare them to a chosen benchmark (S&P 500 Index).

SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund provided a 3.03% 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 7.35%.

The chart below shows the rolling one-month volatility.