SEI Institutional Managed Trust Small Cap Growth Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 18.55
Mean 1.24
Sharpe Ratio 0.8
Bear Market Decile Rank 70

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Growth TR USD
R-Squared 82.79 98.78
Beta 1.38 1.03
Alpha -7.35 -0.68