SEI Institutional Managed Trust Large Cap Fund

Class Inst (SLGAX)
Scorecard
3 / 5 Stars
Lipper
4 4 5 3 1
Zacks Investment Research
4 (Sell)
Standard & Poor's
4 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.18
Mean 1.32
Sharpe Ratio 1.19
Bear Market Decile Rank 54

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 98.32 98.97
Beta 1.07 1.02
Alpha -1.44 -0.66