SEI Institutional Managed Trust Tax-Managed Volatility Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.16
Mean 1.25
Sharpe Ratio 1.63
Bear Market Decile Rank 2

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Defensive TR USD
R-Squared 82.18 89.75
Beta 0.68 0.94
Alpha 3.99 -1.99