SFT Managed Volatility Equity Fund
Data updated: 2026-08-26
C000162345 — SFT Managed Volatility Equity Fund. United States Multi-Cap / All-Cap Blend / Core Equity. Holdings, fees, performance and SEC filings.
C000162345 Fund Overview
SFT Managed Volatility Equity Fund is a US mutual fund managed by Securian Funds Trust, categorised as United States Multi-Cap / All-Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Securian Funds Trust
- Category: United States Multi-Cap / All-Cap Blend / Core Equity
- Assets under management: $240.57M
- 1-year return: 8.4%
- SEC CIK: 0000766351
- SEC series ID: S000051601
- Share class ID: C000162345
C000162345 Investment Objective and Strategy
SFT Managed Volatility Equity Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Securian Funds Trust.
Investment objective
The Fund seeks to maximize risk-adjusted total return relative to its blended benchmark index, comprised of 60% S&P 500 Low Volatility Index, 20% S&P BMI International Developed Low Volatility Index and 20% Bloomberg U.S. 3 Month Treasury Bellwether Index (the Benchmark Index).
Principal investment strategy
The Fund seeks to achieve its investment objective by investing in other funds or directly in underlying securities while using hedging techniques to manage portfolio risk and volatility. Under normal circumstances, the Fund invests at least 80% of its net assets (including any borrowings for investment purposes) in equity securities. Equity securities include those that are equity-based, such as ETFs that invest primarily in U.S. and foreign equity securities. The Fund may invest in equity securities issued by, that invest in, or that derive their value from companies of any size or market capitalization. On average, the Fund aims to invest approximately 30% of its assets in ETFs or other securities that directly invest some of their assets in foreign securities, primarily from issuers in developed countries.
The Fund also invests a portion of its assets in cash or cash equivalent debt instruments. The fund may at times invest significantly in certain sectors. As market conditions change, the Funds effective equity exposure will change in an effort to manage overall Fund volatility, with a minimum effective equity exposure of 10% and a maximum effective equity exposure of 100% of the Funds total asset value. For the purposes of this Fund, effective equity exposure means the Funds equity investments plus any increase or reduction in exposure to equity markets due to the Funds investments in S&P 500 futures contracts or other derivatives. The Fund seeks to manage its effective equity exposure and its overall volatility by investing primarily in S&P 500 futures contracts and other derivative instruments.
In periods when the Funds investment adviser expects higher volatility in the equity market, as measured by the S&P 500 , the Fund seeks to reduce its effective equity exposure and the overall volatility of its portfolio by either selling S&P 500 futures contracts (taking short positions in such contracts) or reducing its long positions in S&P 500 futures contracts. In periods when the Funds investment adviser expects lower volatility in the equity market, the Fund seeks to increase its effective equity exposure by purchasing S&P 500 futures contracts (taking long positions in such contracts) or reducing its short positions in S&P 500 futures contracts. Under normal market conditions, this hedging process will seek to target, over an extended period of years, an average annualized volatility in the returns of the Fund of approximately 10%.
A 10% annualized volatility means that a majority of the time, annual returns should be within plus or minus 10% of expected returns. There can be no assurance that investment decisions made in seeking to manage Fund volatility will achieve the desired results, and the volatility of the Funds returns in any one year, or any longer period, may be higher or lower than 10%. To achieve its equity exposure and further manage the Funds overall volatility, the Fund may invest long or short in options on ETFs, options on equity indexes or equity index futures, volatility index (VIX) futures, and options on VIX futures. The use of futures contracts and other derivatives to change the Funds equity allocation and manage the Funds overall volatility has the effect of introducing leverage into the Funds portfolio.
Leverage is introduced because the initial amount required to purchase a futures contract is small in relation to the nominal value of the contract. Despite any use of leverage, under normal circumstances the Funds effective equity exposure is not expected to exceed 100% of the Funds total asset value. In selecting investments, the Funds investment adviser considers factors such as, but not limited to, the Funds current and anticipated asset allocation positions, security pricing, industry outlook, current and anticipated interest rates, other market and economic conditions, and issuer operations. The Fund may also engage in frequent or short-term trading of securities and derivative instruments.
C000162345 Holdings
Top 9 holdings of SFT Managed Volatility Equity Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| iShares MSCI USA Min Vol Factor ETF | 33.57% |
| iShares MSCI EAFE Min Vol Factor ETF | 24.49% |
| iShares Core High Dividend ETF | 18.79% |
| iShares MSCI Emerging Markets Min Vol Factor ETF | 6.73% |
| iShares Short Duration Bond Active ETF | 5.97% |
| State Street Institutional US Government Money Market Fund | 5.16% |
| iShares MSCI Germany ETF | 4.57% |
| Chicago Mercantile Exchange | 0.06% |
| Options Clearing Corp. | 0.01% |
C000162345 Portfolio Allocation
Asset-class allocation of SFT Managed Volatility Equity Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 99.3% |
| Derivatives | 0.1% |
C000162345 Performance
Total returns for C000162345 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 5.5% |
| 1 year | 8.4% |
| 3 years (annualised) | 9.1% |
| 5 years (annualised) | 5.1% |
C000162345 Risk Information
Risk metrics for C000162345, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.8%
C000162345 Costs and Fees
C000162345 costs about $109 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.09%
- Gross expense ratio: 1.09%
- Portfolio turnover: 5%
- Brokerage commissions: 0.76 bps of average net assets (SEC N-CEN)
C000162345 Cashflows
Over the 12 months to 2026-06, SFT Managed Volatility Equity Fund had net outflows of $50.70M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$3.39M |
| 2026-05 | −$2.63M |
| 2026-04 | −$3.11M |
| 2026-03 | −$3.91M |
| 2026-02 | −$3.96M |
| 2026-01 | −$4.60M |
C000162345 Debt Constituents
No individual debt constituents are reported in SFT Managed Volatility Equity Fund's latest SEC N-PORT filing.
C000162345 Prospectus and SEC Filings
Official SFT Managed Volatility Equity Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-28
- Prospectus (485BPOS) — filed 2025-04-28
- Prospectus (485BPOS) — filed 2024-04-26
- Portfolio holdings (N-PORT) — filed 2026-08-26
- Portfolio holdings (N-PORT) — filed 2026-05-26
- Portfolio holdings (N-PORT) — filed 2026-02-17
- Annual census (N-CEN) — filed 2026-03-11
- Annual census (N-CEN) — filed 2025-03-10
Related Funds
Other United States Multi-Cap / All-Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.