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SEI US Managed Volatility I (SIMT) (SEVIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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14.72-0.03 (-0.20%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★
Number of years up12
Number of years down4
Best 1-yr total return (4 Jul 2024)28.98%
Worst 1-yr total return (4 Jul 2024)N/A

Risk statistics

3 years
SEVIXCategory average
5 years
SEVIXCategory average
10 years
SEVIXCategory average
Alpha
-3.13-0.01
-5.13-0.03
-2.11-0.03
BETA
0.660.01
0.760.01
0.740.01
Mean annual return
0.450.01
0.610.01
0.680.01
R-squared
74.150.78
80.70.83
80.680.84
Standard deviation
13.540.17
15.230.19
12.50.16
Sharpe ratio
0.140
0.330
0.520.01
Treynor ratio
1.70.04
5.340.07
8.120.08