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SEI US Managed Volatility Y (SIMT) (SUSYX)

Nasdaq - Nasdaq Delayed price. Currency in USD

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14.83

0.00

(0.00%)

At close: 08:00PM EDT

Risk overview

Morningstar risk rating★

Number of years up6

Number of years down3

Best 1-yr total return (27 June 2024)24.39%

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

Risk statistics

3 years

SUSYXCategory average

5 years

SUSYXCategory average

10 years

SUSYXCategory average

Alpha

-2.39-0.01

-4.09-0.03

-1.33-0.03

BETA

0.660.01

0.760.01

0.740.01

Mean annual return

0.480.01

0.750.01

0.730.01

R-squared

74.880.78

81.720.83

81.260.84

Standard deviation

13.540.17

15.360.19

12.490.16

Sharpe ratio

0.190

0.440

0.580.01

Treynor ratio

2.630.04

7.610.07

9.140.08