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SEI US Managed Volatility F (SIMT) (SVOAX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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14.54+0.05 (+0.35%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating
Number of years up15
Number of years down4
Best 1-yr total return (2 May 2024)29.26%
Worst 1-yr total return (2 May 2024)N/A

Risk statistics

3 years
SVOAXCategory average
5 years
SVOAXCategory average
10 years
SVOAXCategory average
Alpha
-1.69-0.06
-3.83-0.05
-1.48-0.03
BETA
0.660.01
0.760.01
0.740.01
Mean annual return
0.460.01
0.620.01
0.710.01
R-squared
74.140.88
81.920.87
81.340.88
Standard deviation
13.570.2
15.470.16
12.480.15
Sharpe ratio
0.180.01
0.340.01
0.560.01
Treynor ratio
2.430.11
5.550.11
8.70.1