SEI Institutional Managed Trust U.S. Managed Volatility Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.36
Mean 1.26
Sharpe Ratio 1.61
Bear Market Decile Rank 5

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 82.28 89.2
Beta 0.69 0.96
Alpha 3.94 -2.12