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SEI US Managed Volatility I (SIMT) (SEVIX)

Nasdaq - Nasdaq Delayed price. Currency in USD

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14.83

+0.01

(+0.07%)

At close: 08:00PM EDT

Risk overview

Morningstar risk rating★

Number of years up12

Number of years down4

Best 1-yr total return (27 June 2024)28.98%

Worst 1-yr total return (27 June 2024)N/A

Risk statistics

3 years

SEVIXCategory average

5 years

SEVIXCategory average

10 years

SEVIXCategory average

Alpha

-2.89-0.01

-4.59-0.03

-1.82-0.03

BETA

0.660.01

0.760.01

0.740.01

Mean annual return

0.440.01

0.70.01

0.690.01

R-squared

74.80.78

81.670.83

81.220.84

Standard deviation

13.540.17

15.360.19

12.50.16

Sharpe ratio

0.150

0.40

0.540.01

Treynor ratio

1.840.04

6.90.07

8.420.08