SEI Institutional Managed Trust Large Cap Value Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.08
Mean 1.15
Sharpe Ratio 0.98
Bear Market Decile Rank 63

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 97.59 98.44
Beta 1.11 1.06
Alpha -2.04 -1.05