SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund

Class Inst (STMSX)
Scorecard
3 / 5 Stars
Lipper
3 4 3 2 4
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
B (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.04
Mean 1.22
Sharpe Ratio 0.91
Bear Market Decile Rank 39

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 92.04 98.92
Beta 1.23 0.98
Alpha -2.84 0.12