SEI Institutional Managed Trust U.S. Managed Volatility Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 9.63
Mean 1.26
Sharpe Ratio 1.57
Bear Market Decile Rank 2

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Defensive TR USD
R-Squared 81.32 90.84
Beta 0.7 0.95
Alpha 5.22 -2.78