SEI Institutional Managed Trust Large Cap Value Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.91
Mean 1.36
Sharpe Ratio 1.17
Bear Market Decile Rank 62

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 97.01 98.31
Beta 1.12 1.06
Alpha -1.76 -1.24