SEI Institutional Managed Trust Real Return Fund

Class Inst (SRAAX)
Scorecard
1 / 5 Stars
Lipper
1 1 4 4 4
Zacks Investment Research
4 (Sell)
Standard & Poor's
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TheStreet.com
D (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 2.29
Mean 0.1
Sharpe Ratio 0.47
Bear Market Decile Rank 91

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US Treasury US TIPS TR USD
R-Squared 20.5 59.79
Beta 0.37 0.32
Alpha -0.29 -0.22