SVTAX Performance — SIMT Global Managed Volatility Fund, Class F
Data updated: 2026-08-28
SVTAX returned +2.57% year to date and +5.10% over one year to Jun 2026. Annualised returns are +10.37% over 3 years and +7.14% over 5 years. The fund trailed its Global Large Blend category average: $100 invested three years ago grew to $134, against $156 for the category, and to $105 over one year, against $118. Volatility over the past three years was 7.85% a year. In the 12 months to Jun 2026 the fund lost a net $74.7M, and assets reached $689.75M.
SVTAX Growth of $100
What $100 invested in SIMT 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 | SVTAX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $105 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $134 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $141 | $149 |
| Since data start (Jul 2019 – Jun 2026) | $158 | $204 |
SVTAX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +2.57% |
| 1 year | +5.10% |
| 3 years (annualised) | +10.37% |
| 5 years (annualised) | +7.14% |
SVTAX Annual Returns
Calendar-year total returns of SIMT Global Managed Volatility Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +2.57% |
| 2025 | +13.34% |
| 2024 | +12.80% |
| 2023 | +7.79% |
| 2022 | −7.69% |
| 2021 | +18.01% |
| 2020 | −2.68% |
| 2019 (Jul–Dec) | +5.61% |
SVTAX 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 | −4.6% | +4.1% | +2.2% | −1.0% | +0.6% | +1.4% | — | — | — | — | — | — |
| 2025 | +0.1% | +2.3% | +3.1% | +0.5% | +2.9% | +1.3% | +0.8% | +2.0% | −1.2% | +0.2% | +2.0% | −1.3% |
| 2024 | +2.7% | +1.3% | +1.6% | +0.9% | +2.7% | −2.5% | +0.6% | +3.5% | +3.7% | −3.6% | +3.6% | −2.1% |
| 2023 | +2.4% | −2.0% | +1.9% | +3.4% | −3.4% | +2.9% | −2.6% | −1.3% | +0.6% | +2.1% | +5.1% | −1.2% |
| 2022 | +2.6% | −1.0% | −3.9% | −4.6% | −0.6% | −2.9% | −7.7% | −2.8% | +3.7% | −2.4% | +5.7% | +7.0% |
| 2021 | +6.1% | −1.7% | −0.6% | +0.1% | +3.2% | +1.7% | −4.5% | +1.9% | +2.4% | +6.6% | −1.5% | +3.4% |
| 2020 | −11.9% | −8.3% | −0.1% | −0.1% | +2.9% | +7.7% | −2.4% | +2.1% | +3.9% | +2.4% | +6.2% | −3.2% |
| 2019 | — | — | — | — | — | — | +1.9% | −0.8% | +1.0% | +1.5% | +1.5% | +0.5% |
SVTAX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 7.85%
- 3-year Sharpe ratio: 0.75 (vs 4.5% risk-free rate)
- Best month: +5.12% (Nov 2023)
- Worst month: −4.56% (Jan 2026)
SVTAX Fund Flows
Monthly money in and out of SIMT Global Managed Volatility Fund, from SEC Form N-PORT.
- 12-month net flow: −$74.7M
- 12-month gross sales (incl. reinvestments): $117.8M
- Sales ÷ redemptions: 0.61×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $6.6M | $11.5M | −$4.9M |
| May 2026 | $3.2M | $8.5M | −$5.3M |
| Apr 2026 | $4.4M | $11.0M | −$6.7M |
| Mar 2026 | $5.3M | $27.2M | −$21.9M |
| Feb 2026 | $6.1M | $15.9M | −$9.9M |
| Jan 2026 | $5.1M | $11.0M | −$5.9M |
| Dec 2025 | $6.6M | $29.7M | −$23.0M |
| Nov 2025 | $4.6M | $14.7M | −$10.2M |
| Oct 2025 | $60.2M | $13.5M | $46.7M |
| Sep 2025 | $5.1M | $19.3M | −$14.3M |
| Aug 2025 | $5.8M | $18.6M | −$12.8M |
| Jul 2025 | $4.9M | $11.6M | −$6.7M |
SVTAX Assets Under Management
Net assets of SIMT Global Managed Volatility Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $689.75M |
| 2026-03-31 | $699.31M |
| 2025-12-31 | $725.54M |
| 2025-09-30 | $765.34M |
| 2025-06-30 | $786.96M |
| 2025-03-31 | $731.49M |
| 2024-12-31 | $785.42M |
| 2024-09-30 | $845.91M |
| 2024-06-30 | $834.60M |
| 2024-03-31 | $869.16M |
| 2023-12-31 | $768.88M |
| 2023-09-30 | $782.13M |
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.