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SEI Global Managed Volatility A (SIIT) (SGMAX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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11.44+0.05 (+0.44%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★
Number of years up4
Number of years down3
Best 1-yr total return (5 May 2024)20.59%
Worst 1-yr total return (5 May 2024)N/A

Risk statistics

3 years
SGMAXCategory average
5 years
SGMAXCategory average
10 years
SGMAXCategory average
Alpha
2.29-0.05
-0.68-0.04
N/A-0.01
BETA
0.630.01
0.690.01
N/A0.01
Mean annual return
0.580.01
0.610.01
N/A0.01
R-squared
77.670.9
82.490.88
N/A0.87
Standard deviation
11.840.2
13.60.16
N/A0.15
Sharpe ratio
0.320
0.380.01
N/A0.01
Treynor ratio
5.230.08
6.380.09
N/A0.08