SEI Institutional Managed Trust Large Cap Value Fund

Scorecard
3 / 5 Stars
Lipper
3 4 4 3 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 14.11
Mean 1.17
Sharpe Ratio 0.99
Bear Market Decile Rank 62

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 97.58 98.46
Beta 1.12 1.06
Alpha -1.85 -0.86