SEI Institutional Managed Trust S&P 500 Index Fund

Scorecard
3 / 5 Stars
Lipper
2 2 5 1 2
Zacks Investment Research
---
Standard & Poor's
3 / 5 Stars
TheStreet.com
A (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.26
Mean 1.3
Sharpe Ratio 1.26
Bear Market Decile Rank 32

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
S&P 500 TR USD
R-Squared 100.0 100.0
Beta 1.0 1.0
Alpha -0.62 -0.62