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
2 (Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.18
Mean 1.25
Sharpe Ratio 0.92
Bear Market Decile Rank 39

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 90.11 98.83
Beta 1.25 0.98
Alpha -5.27 -0.36