SEI Institutional Managed Trust S&P 500 Index Fund

Scorecard
4 / 5 Stars
Lipper
3 3 5 2 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 1.31
Sharpe Ratio 1.28
Bear Market Decile Rank 29

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 -0.41 -0.41