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Name

As of 11/21/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

SIMT GLOBAL MANAGED VOLATILITY FUND

SGMIX | Fund

$10.84

$858 M

1.39%

$0.15

1.49%

Vitals

YTD Return

15.2%

1 yr return

18.4%

3 Yr Avg Return

5.7%

5 Yr Avg Return

5.9%

Net Assets

$858 M

Holdings in Top 10

15.2%

52 WEEK LOW AND HIGH

$10.8
N/A
N/A

Expenses

OPERATING FEES

Expense Ratio 1.49%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover N/A

Redemption Fee N/A

Min Investment

Standard (Taxable)

$100,000

IRA

N/A

Fund Classification

Fund Type

Open End Mutual Fund

Name

As of 11/21/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

SIMT GLOBAL MANAGED VOLATILITY FUND

SGMIX | Fund

$10.84

$858 M

1.39%

$0.15

1.49%

SGMIX - Profile

Distributions

  • YTD Total Return 15.2%
  • 3 Yr Annualized Total Return 5.7%
  • 5 Yr Annualized Total Return 5.9%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 0.83%
DIVIDENDS
  • Dividend Yield 1.4%
  • Dividend Distribution Frequency Annual

Fund Details

  • Legal Name
    SIMT GLOBAL MANAGED VOLATILITY FUND
  • Fund Family Name
    SEI Funds
  • Inception Date
    Jul 27, 2006
  • Shares Outstanding
    44893
  • Share Class
    I
  • Currency
    USD
  • Domiciled Country
    US
  • Manager
    David Krider

Fund Description

The Global Managed Volatility Fund will typically invest in securities of U.S. and foreign companies of all capitalization ranges. These securities may include common stocks, preferred stocks, warrants, depositary receipts, exchange-traded funds (ETFs) and real estate investment trusts (REITs). The Fund also may use futures contracts and forward contracts.

Under normal circumstances, the Fund will invest in at least three countries outside of the U.S., but will typically invest much more broadly. It is expected that at least 40% of the Fund's assets will be invested in non-U.S. securities. The Fund will invest primarily in companies located in developed countries, but may also invest in companies located in emerging markets.

The Fund uses a multi-manager approach, relying primarily on a number of sub-advisers (each, a Sub-Adviser and collectively, the Sub-Advisers) with differing investment philosophies to manage portions of the Fund's portfolio under the general supervision of SEI Investments Management Corporation, the Fund's adviser (SIMC or the Adviser). This approach is intended to manage the risk characteristics of the Fund. Assets of the Fund not allocated to Sub-Advisers are managed directly by SIMC. The Fund seeks to achieve an absolute return of the broad global equity markets, but with a lower absolute volatility. Over the long term, the Fund is expected to achieve a return similar to that of the MSCI World Index, but with a lower level of volatility. However, given that the Fund's investment strategy focuses on absolute return and risk, the Fund's country, sector and market capitalization exposures will typically vary from the index and may cause significant performance deviations relative to the index over shorter-term periods. The Fund seeks to achieve lower volatility by constructing a portfolio of securities that the Sub-Advisers believe will produce a less volatile return than the market over time. SIMC and each Sub-Adviser effectively weighs securities based on their total expected risk and return without regard to market capitalization and industry.

In managing the Fund's currency exposure from foreign securities, the Fund may buy and sell futures or forward contracts on currencies for hedging purposes.

Read More

SGMIX - Performance

Return Ranking - Trailing

Period SGMIX Return Category Return Low Category Return High Rank in Category (%)
YTD 15.2% -35.6% 29.2% 82.66%
1 Yr 18.4% 17.3% 252.4% 99.32%
3 Yr 5.7%* -3.5% 34.6% 94.65%
5 Yr 5.9%* 0.1% 32.7% 97.18%
10 Yr 6.7%* -6.9% 18.3% 65.31%

* Annualized

Return Ranking - Calendar

Period SGMIX Return Category Return Low Category Return High Rank in Category (%)
2023 1.6% -24.3% 957.1% 89.95%
2022 -16.7% -38.3% 47.1% 85.59%
2021 5.0% -54.2% 0.6% 55.18%
2020 -3.6% -76.0% 54.1% 93.56%
2019 13.5% -26.1% 47.8% 57.42%

Total Return Ranking - Trailing

Period SGMIX Return Category Return Low Category Return High Rank in Category (%)
YTD 15.2% -35.6% 29.2% 83.00%
1 Yr 18.4% 11.4% 252.4% 98.52%
3 Yr 5.7%* -3.5% 34.6% 92.94%
5 Yr 5.9%* 0.1% 32.7% 96.11%
10 Yr 6.7%* -6.9% 18.3% 63.82%

* Annualized

Total Return Ranking - Calendar

Period SGMIX Return Category Return Low Category Return High Rank in Category (%)
2023 7.5% -24.3% 957.1% 89.95%
2022 -7.9% -33.1% 47.1% 85.84%
2021 17.7% -44.4% 1.8% 69.31%
2020 -2.9% -6.5% 54.1% 97.36%
2019 19.5% -14.4% 47.8% 74.32%

NAV & Total Return History

SGMIX - Holdings

Concentration Analysis

SGMIX Category Low Category High SGMIX % Rank
Net Assets 858 M 199 K 133 B 32.24%
Number of Holdings 531 1 9075 7.71%
Net Assets in Top 10 127 M -18 M 37.6 B 53.19%
Weighting of Top 10 15.17% 9.1% 100.0% 96.57%

Top 10 Holdings

  1. KIMBERLY-CLARK CORP COMMON STOCK 1.92%
  2. ATT INC COMMON STOCK 1.62%
  3. WALMART INC COMMON STOCK 1.55%
  4. JOHNSON JOHNSON COMMON STOCK 1.54%
  5. ELECTRONIC ARTS INC COMMON STOCK 1.52%
  6. MCKESSON CORP COMMON STOCK 1.49%
  7. SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) 1.47%
  8. MICROSOFT CORP COMMON STOCK 1.37%
  9. AMPHENOL CORP-CL A COMMON STOCK 1.36%
  10. NOVARTIS AG-REG COMMON STOCK 1.33%

Asset Allocation

Weighting Return Low Return High SGMIX % Rank
Stocks 		96.02% 61.84% 125.47% 25.55%
Cash 		2.15% -174.70% 23.12% 68.28%
Preferred Stocks 		1.04% -0.01% 5.28% 23.57%
Other 		0.79% -13.98% 19.14% 32.60%
Convertible Bonds 		0.00% 0.00% 4.46% 15.09%
Bonds 		0.00% -1.50% 161.67% 19.05%

Stock Sector Breakdown

Weighting Return Low Return High SGMIX % Rank
Consumer Defense 		24.11% 0.00% 73.28% 2.97%
Healthcare 		16.64% 0.00% 35.42% 4.30%
Communication Services 		13.02% 0.00% 57.66% 24.78%
Technology 		11.71% 0.00% 49.87% 88.22%
Financial Services 		7.24% 0.00% 38.42% 94.38%
Utilities 		6.93% 0.00% 29.12% 18.72%
Industrials 		6.27% 0.00% 44.06% 88.55%
Basic Materials 		5.01% 0.00% 38.60% 29.30%
Consumer Cyclical 		4.42% 0.00% 40.94% 96.81%
Energy 		2.79% 0.00% 21.15% 64.54%
Real Estate 		1.86% 0.00% 39.48% 54.96%

Stock Geographic Breakdown

Weighting Return Low Return High SGMIX % Rank
US 		60.13% 0.13% 103.82% 23.46%
Non US 		35.89% 0.58% 99.46% 68.50%

SGMIX - Expenses

Operational Fees

SGMIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 1.49% 0.01% 44.27% 33.18%
Management Fee 0.65% 0.00% 1.82% 37.09%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee 0.30% 0.01% 0.76% 94.79%

Sales Fees

SGMIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 2.50% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

SGMIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 2.00% 94.74%

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

SGMIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover N/A 0.00% 395.00% 83.60%

SGMIX - Distributions

Dividend Yield Analysis

SGMIX Category Low Category High SGMIX % Rank
Dividend Yield 1.39% 0.00% 3.26% 13.13%

Dividend Distribution Analysis

SGMIX Category Low Category High Category Mod
Dividend Distribution Frequency Annual Annually Annually Annually

Net Income Ratio Analysis

SGMIX Category Low Category High SGMIX % Rank
Net Income Ratio 0.83% -4.27% 12.65% 45.45%

Capital Gain Distribution Analysis

SGMIX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Semi-Annually Annually

Distributions History

View More +

SGMIX - Fund Manager Analysis

Managers

David Krider

Start Date

Tenure

Tenure Rank

Jul 27, 2006

15.85

15.9%

David Krider is a portfolio manager for the Systematic Edge team at Allspring Global Investments. He is responsible for the ongoing research and development of global equity-based investment strategies as well as the day-to-day trading of global portfolios. David joined Allspring from its predecessor firm, Wells Fargo Asset Management (WFAM). Prior to WFAM, David was founder and chief technology officer of Visualize, Inc., a firm that specializes in financial visualization and analytic software. He was a research associate at First Quadrant before leaving to start his own firm. David earned a bachelor’s degree in economics and computer science from the California Institute of Technology. He has earned the right to use the Chartered Financial Analyst® (CFA®) designation.

Harindra de Silva

Start Date

Tenure

Tenure Rank

Jul 27, 2006

15.85

15.9%

Harindra (Harin) de Silva is a portfolio manager for the Systematic Edge team at Allspring Global Investments. He joined Allspring from its predecessor firm, Wells Fargo Asset Management (WFAM). Before WFAM, Harin was a principal at Analysis Group, Inc., where he was responsible for providing economic research services to institutional investors, including investment managers, large pension funds, and endowments. He focuses on the ongoing research effort for equity and factor-based asset allocation strategies. Harin earned a bachelor’s degree in mechanical engineering from the University of Manchester Institute of Science and Technology, a master’s degree in business administration with an emphasis in finance, a master’s degree in econometrics from the University of Rochester, and a Ph.D. in finance from the University of California, Irvine. He has earned the right to use the Chartered Financial Analyst® (CFA®) designation.

Dennis Bein

Start Date

Tenure

Tenure Rank

Jul 27, 2006

15.85

15.9%

Dennis Bein is a portfolio manager for the Systematic Edge team at Allspring Global Investments. In this role, he focuses on the day-to-day portfolio management and research related to equity-based investment strategies. Dennis joined Allspring from its predecessor firm, Wells Fargo Asset Management (WFAM). Prior to joining Systematic Edge, Dennis was a senior consultant for Analysis Group, Inc., where he provided investment consulting services for institutional investors and plan sponsors. He earned a bachelor’s degree in business administration and a master’s degree in business administration with an emphasis in finance from the University of California, Riverside. Dennis has earned the right to use the Chartered Financial Analyst® (CFA®) designation.

Brendan Bradley

Start Date

Tenure

Tenure Rank

Dec 31, 2006

15.42

15.4%

Brendan joined Acadian in 2004 and is the firm’s Chief Investment Officer. Brendan previously served as Director of Portfolio Management, overseeing portfolio management policy, and also as the Director of Acadian’s Managed Volatility strategies. Brendan is a member of several oversight committees at Acadian, including the Board of Managers, Executive Management Team, Executive Committee, and Responsible Investing Committee. Prior to Acadian, Brendan was a vice president at Upstream Technologies, where he designed and implemented investment management systems and strategies.

Ryan Taliaferro

Start Date

Tenure

Tenure Rank

Dec 31, 2011

10.42

10.4%

Ryan joined Acadian in 2011 and currently serves as director of equity strategies.

Mark Birmingham

Start Date

Tenure

Tenure Rank

Dec 31, 2013

8.42

8.4%

Mark Birmingham joined Acadian in 2013 and is the Lead Portfolio Manager for Acadian's Managed Volatility strategies. Before joining Acadian, he was a vice president and quantitative analyst within the quantitative investment group at Wellington Management Co. Mark also served as director, U.S. equity sales and trading at Nomura Securities International, Inc. He earned an A.B. in computer science from Princeton University. Mark is a CFA charterholder and a member of CFA Society Boston.

Dante D'Orazio

Start Date

Tenure

Tenure Rank

Jan 31, 2022

0.33

0.3%

Dante D’Orazio, CFA, is a Partner and Portfolio Manager who developed the firm’s price driven model currently utilized in both the U.S. and Japanese markets. Mr. D’Orazio makes major contributions to the overall portfolio risk and asset allocation among all models. He has extensive experience in modeling equities, bonds, and options that dates back to 1986. Mr. D’Orazio joined Double Alpha in July 1997. From 1995 to 1997, Mr. D’Orazio specialized in Corporate Bonds and credit curve analysis at Salomon Brothers’ Fixed Income Strategy Group. In 1986, Mr. D’Orazio was responsible for the development of equity derivative models, trading strategies, and risk management at New Windsor Associates. Mr. D’Orazio received a BS in Computer Science with concentration in Finance from Brooklyn College. In 1995 he received the CFA charter.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.01 35.82 6.24 1.25

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