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SEI US Managed Volatility I (SIMT) (SEVIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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14.54+0.06 (+0.41%)
As of 08:05AM EDT. Market open.

Risk overview

Morningstar risk rating★
Number of years up12
Number of years down4
Best 1-yr total return (2 May 2024)28.98%
Worst 1-yr total return (2 May 2024)N/A

Risk statistics

3 years
SEVIXCategory average
5 years
SEVIXCategory average
10 years
SEVIXCategory average
Alpha
-1.94-0.06
-4.07-0.05
-1.74-0.03
BETA
0.660.01
0.760.01
0.740.01
Mean annual return
0.440.01
0.60.01
0.680.01
R-squared
73.970.88
81.820.87
81.270.88
Standard deviation
13.540.2
15.460.16
12.480.15
Sharpe ratio
0.160.01
0.320.01
0.540.01
Treynor ratio
2.030.11
5.210.11
8.330.1