SEI Institutional Managed Trust Tax Managed Large Cap Fund

Scorecard
4 / 5 Stars
Lipper
5 5 5 3 4
Zacks Investment Research
2 (Buy)
Standard & Poor's
4 / 5 Stars
TheStreet.com
A- (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.53
Mean 1.22
Sharpe Ratio 1.07
Bear Market Decile Rank 54

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Market TR USD
R-Squared 98.76 99.17
Beta 1.08 1.04
Alpha -0.73 -0.53