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SEI US Equity Factor Allocation A (SIIT) (SEHAX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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13.22+0.12 (+0.92%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up4
Number of years down1
Best 1-yr total return (1 May 2024)32.97%
Worst 1-yr total return (1 May 2024)N/A

Risk statistics

3 years
SEHAXCategory average
5 years
SEHAXCategory average
10 years
SEHAXCategory average
Alpha
-0.1-0.02
-0.26-0.01
N/A-0.02
BETA
0.940.01
0.970.01
N/A0.01
Mean annual return
0.980.01
1.260.01
N/A0.01
R-squared
96.280.95
96.730.95
N/A0.95
Standard deviation
16.860.19
18.120.15
N/A0.14
Sharpe ratio
0.530.01
0.720.01
N/A0.01
Treynor ratio
8.420.16
12.550.15
N/A0.12