SEI Institutional Managed Trust Small Cap Fund

Class Inst (SLLAX)
Scorecard
3 / 5 Stars
Lipper
2 3 2 2 1
Zacks Investment Research
3 (Hold)
Standard & Poor's
2 / 5 Stars
TheStreet.com
D (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.68
Mean 1.21
Sharpe Ratio 0.82
Bear Market Decile Rank 67

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 86.96 99.19
Beta 1.34 1.04
Alpha -7.24 -1.14