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SEI US Managed Volatility A (SIIT) (SVYAX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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11.64+0.08 (+0.69%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★
Number of years up12
Number of years down3
Best 1-yr total return (20 Jun 2024)29.75%
Worst 1-yr total return (20 Jun 2024)N/A

Risk statistics

3 years
SVYAXCategory average
5 years
SVYAXCategory average
10 years
SVYAXCategory average
Alpha
-1.79-0.01
-3.6-0.03
-0.86-0.03
BETA
0.660.01
0.760.01
0.740.01
Mean annual return
0.530.01
0.790.01
0.780.01
R-squared
75.090.78
81.790.83
81.480.84
Standard deviation
13.50.17
15.380.19
12.520.16
Sharpe ratio
0.230
0.470
0.620.01
Treynor ratio
3.580.04
8.310.07
9.840.08