SEI Institutional Managed Trust Tax-Managed Volatility Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 9.43
Mean 1.2
Sharpe Ratio 1.52
Bear Market Decile Rank 2

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Defensive TR USD
R-Squared 81.52 91.56
Beta 0.68 0.94
Alpha 4.71 -3.18