SGMAX Performance — Siit Global Managed Volatility Fund, Class A
Data updated: 2026-09-28
SGMAX returned +4.63% year to date and +16.57% over one year to May 2026. Annualised returns are +16.74% over 3 years and +10.51% over 5 years. The fund trailed its Global Large Blend category average: $100 invested three years ago grew to $159, against $163 for the category, and to $117 over one year, against $123. Volatility over the past three years was 8.17% a year. In the 12 months to May 2026 the fund lost a net $333.2M, and assets reached $1.80B.
SGMAX Growth of $100
What $100 invested in Siit Global Managed Volatility Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Large Blend category average over the same months.
| Period | SGMAX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $117 | $123 |
| 3 years (Jun 2023 – May 2026) | $159 | $163 |
| 5 years (Jun 2021 – May 2026) | $165 | $151 |
| Since data start (Sep 2019 – May 2026) | $193 | $207 |
SGMAX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +4.63% |
| 1 year | +16.57% |
| 3 years (annualised) | +16.74% |
| 5 years (annualised) | +10.51% |
SGMAX Annual Returns
Calendar-year total returns of Siit Global Managed Volatility Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +4.63% |
| 2025 | +14.54% |
| 2024 | +24.53% |
| 2023 | +7.21% |
| 2022 | +4.80% |
| 2021 | +12.69% |
| 2020 | +5.54% |
| 2019 (Sep–Dec) | −3.31% |
SGMAX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.0% | +0.8% | +1.7% | +3.2% | −4.0% | — | — | — | — | — | — | — |
| 2025 | +3.3% | −3.6% | +2.6% | +0.3% | +0.3% | +3.2% | −0.9% | +1.1% | +2.7% | −0.4% | +0.9% | +4.4% |
| 2024 | +1.9% | +2.7% | +2.9% | −2.8% | +3.8% | +3.3% | +4.5% | −0.2% | +3.6% | −1.4% | +1.3% | +2.8% |
| 2023 | +2.6% | −2.2% | −3.9% | +2.5% | +1.8% | −1.0% | +1.3% | +4.0% | +4.7% | −1.8% | −2.0% | +1.5% |
| 2022 | −1.5% | +6.7% | +0.9% | −2.6% | +2.7% | −3.1% | +2.7% | −4.9% | +5.8% | +8.2% | −7.1% | −1.8% |
| 2021 | −0.7% | +2.4% | +3.4% | +1.9% | +7.0% | +1.6% | +1.7% | −0.2% | −2.2% | +2.6% | −3.7% | −1.3% |
| 2020 | −0.7% | +1.7% | +2.7% | +7.5% | −12.4% | +2.7% | +3.0% | 0.0% | +8.6% | −3.5% | −2.4% | −0.1% |
| 2019 | — | — | — | — | — | — | — | — | +2.0% | +1.1% | +2.5% | −8.5% |
SGMAX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 8.17%
- 3-year Sharpe ratio: 1.50 (vs 4.5% risk-free rate)
- Best month: +4.67% (Sep 2023)
- Worst month: −4.00% (May 2026)
SGMAX Fund Flows
Monthly money in and out of Siit Global Managed Volatility Fund, from SEC Form N-PORT.
- 12-month net flow: −$333.2M
- 12-month gross sales (incl. reinvestments): $863.4M
- Sales ÷ redemptions: 0.72×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $39.8M | $93.0M | −$53.2M |
| Apr 2026 | $13.4M | $26.3M | −$13.0M |
| Mar 2026 | $7.9M | $32.5M | −$24.6M |
| Feb 2026 | $300.9M | $48.9M | $252.0M |
| Jan 2026 | $3.1M | $67.3M | −$64.2M |
| Dec 2025 | $25.1M | $92.2M | −$67.1M |
| Nov 2025 | $147.2M | $45.3M | $101.9M |
| Oct 2025 | $120.0M | $144.3M | −$24.3M |
| Sep 2025 | $18.6M | $56.0M | −$37.3M |
| Aug 2025 | $138.0M | $145.9M | −$7.9M |
| Jul 2025 | $4.2M | $404.5M | −$400.3M |
| Jun 2025 | $45.0M | $40.3M | $4.7M |
SGMAX Assets Under Management
Net assets of Siit Global Managed Volatility Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $1.80B |
| 2026-02-28 | $1.88B |
| 2025-11-30 | $1.85B |
| 2025-08-31 | $1.75B |
| 2025-05-31 | $2.09B |
| 2025-02-28 | $1.88B |
| 2024-11-30 | $1.99B |
| 2024-08-31 | $2.03B |
| 2024-05-31 | $2.03B |
| 2024-02-29 | $2.10B |
| 2023-11-30 | $2.03B |
| 2023-08-31 | $2.13B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.