Fund Research for SIMT Tax-Managed Managed Volatility A (TMMAX)

  • Fund Overview

    Fund Inception Date: Dec 20, 2007
    Category: Large Value
    Overall Risk: —
    Fund Family: SEI
    Return Since Inception: -9.75%
    YTD Return: 15.94%
    Yield (TTM): 1.90%
    Net Assets: 171.89 M
    Morningstar Rating: —

    The investment seeks maximize after-tax returns with a lower level of volatility than the broad U.S. equity markets. The fund typically invests in all capitalization ranges U.S. companies securities including common stocks, preferred stocks, warrants, ETFs, depositary receipts, equity options and related equity based derivative instruments. It also may invest in futures, options on futures, and swap agreements and engage in short sales. The fund may be measured against the Russell 3000 index.

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    Size
    Average Market Cap $5,863 M
    Market Capitalization Portfolio
    Giant 11.85%
    Large 19.64%
    Medium 58.08%
    Small 9.85%
    Micro 0.58%
    Morningstar Rating as of 10/31/2009
    YTD Returns as of 11/25/2009    		 Style Box Detail calculations do not include the fund's short positions (if any)

  • Fund Performance

    10 year Growth Chart
    Growth of $10,000 from 12/31/2007 to 10/31/2009
    Mouseover the chart to see values for each month.

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    Total Annualized Returns

    YTD 1 year 3 year 5 year 10 year Since Inception
    Fund 15.94% 24.09% — — — -9.75%
    +/- Category -7.82% -8.69% — — — —
    +/- S&P 500 TR -9.20% -9.06% — — -0.95% —

    Standardized Annual Returns

    YTD 1 year 3 year 5 year 10 year Since Inception
    Month (as of 10/31/2009) 9.91% 7.42% — — — -9.75%
    Quarter (as of 09/30/2009) 10.77% -8.18% — — — -9.79%
    Fund and Category YTD, 1yr, 3yr and 5yr Returns as of 11/25/2009
    Index YTD,1yr, 3ys and 5yr Returns as of 11/25/2009 10 yr and Since Inception Returns as of 10/31/2009
    Inception Date: 12/20/2007
    Ratings are based on risk-adjusted performance.
    View Total Returns

  • Fund Portfolio Profile

    Sector Breakdown

    Stocks
    Information 9.27%
    Service 33.91%
    Manufacturing 44.34%

    Asset Allocation

    Short Long Net Assets
    Cash 0.00% 5.16% 5.16%
    Stocks 0.04% 89.39% 89.35%
    Bonds 0.00% 0.00% 0.00%
    Other 0.00% 0.00% 0.00%
    Foreign Stocks
    (as a % of assets)    		 0.04% 2.21% 2.17%
    Data as of 06/30/2009 Data as of 06/30/2009 View Fund Portfolio

    Top 10 Holdings

    Sector P/E Return as of 10/31/2009 Net Assets
    - Cash & Cash Equivalents — — — 4.46%
    - CHURCH & DWIGHT INC (CHD) Consumer Goods 17.96 2.85% 1.60%
    - TFS FINL CORP (TFSL) Financial Services 221.00 -9.22% 1.58%
    - GENERAL MLS INC (GIS) Consumer Goods 16.13 10.01% 1.53%
    - KELLOGG CO (K) Consumer Goods 16.87 19.82% 1.42%
    - NSTAR (NST) Utilities 14.39 -10.77% 1.42%
    - CAPITOL FED FINL (CFFN) Financial Services 9.38 -30.70% 1.33%
    * LORILLARD INC (LO) Consumer Goods 13.95 44.33% 1.32%
    - NEWMONT MINING CORP (NEM) Industrial Materials 34.53 — 1.30%
    - JOHNSON & JOHNSON (JNJ) Healthcare 13.82 0.90% 1.29%
    + Increase - Decrease = No change * New since last portfolio
    Top 10 holdings account for the fund's short positions (if any). Net short positions appear shaded.
    P/E as of 11/25/2009
    All other data as of 03/31/2009
    View Fund Portfolio

  • Sales Information

    Sales Charge %

    Initial —
    Deferred —
    Taken from prospectus dated 01/31/2009
    Expense Ratio (based on net assets) 1.00%
    Taken from annual report dated 09/30/2008

  • Fund Management