SGMIX
SIMT Global Managed Volatility Fund
SEI INSTITUTIONAL MANAGED TRUST

Average annual returns

Through 2025
1 year
11.34%
3 year
10.41%
5 year
7.86%
10 year
7.03%

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
8.43%
Sharpe
1.20
Sortino
2.09
Max drawdown
-21.53%
Best month
7.67%
Worst month
-11.92%
Beta vs VTSAX
0.12
Correlation
0.18

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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