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SEI US Managed Volatility Y (SIMT) (SUSYX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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14.76-0.03 (-0.20%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating
Number of years up6
Number of years down3
Best 1-yr total return (2 Jul 2024)24.39%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
SUSYXCategory average
5 years
SUSYXCategory average
10 years
SUSYXCategory average
Alpha
-2.63-0.01
-4.64-0.03
-1.62-0.03
BETA
0.660.01
0.760.01
0.740.01
Mean annual return
0.490.01
0.650.01
0.720.01
R-squared
74.220.78
80.720.83
80.710.84
Standard deviation
13.530.17
15.230.19
12.490.16
Sharpe ratio
0.180
0.360
0.560.01
Treynor ratio
2.50.04
6.020.07
8.820.08