SEI Institutional Managed Trust Mid-Cap Fund

Scorecard
3 / 5 Stars
Lipper
4 4 3 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 16.12
Mean 1.25
Sharpe Ratio 0.93
Bear Market Decile Rank 62

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 92.77 99.11
Beta 1.24 1.08
Alpha -2.66 -1.62