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

Nasdaq - Nasdaq Delayed price. Currency in USD
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13.84+0.02 (+0.14%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up4
Number of years down1
Best 1-yr total return (16 May 2024)32.97%
Worst 1-yr total return (16 May 2024)N/A

Risk statistics

3 years
SEHAXCategory average
5 years
SEHAXCategory average
10 years
SEHAXCategory average
Alpha
-0.35-0.01
-0.44-0.01
N/A-0.01
BETA
0.950.01
0.970.01
N/A0.01
Mean annual return
0.720.01
1.120.01
N/A0.01
R-squared
96.270.94
96.750.95
N/A0.95
Standard deviation
17.050.17
18.290.19
N/A0.15
Sharpe ratio
0.330
0.610.01
N/A0.01
Treynor ratio
4.570.03
10.440.1
N/A0.1