SEI Institutional Managed Trust Small Cap Growth Fund

Scorecard
2 / 5 Stars
Lipper
2 3 2 3 5
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
B (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 18.11
Mean 1.36
Sharpe Ratio 0.9
Bear Market Decile Rank 69

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Growth TR USD
R-Squared 87.42 98.72
Beta 1.36 1.03
Alpha -2.98 -0.54