SEI Institutional Managed Trust Tax Managed Large Cap Fund

Scorecard
4 / 5 Stars
Lipper
5 5 5 4 4
Zacks Investment Research
2 (Buy)
Standard & Poor's
5 / 5 Stars
TheStreet.com
A+ (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.48
Mean 1.24
Sharpe Ratio 1.1
Bear Market Decile Rank 53

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 TR USD
R-Squared 98.76 99.16
Beta 1.07 1.05
Alpha -0.37 -0.32