SEI Institutional Managed Trust Small Cap Value Portfolio Fund

Scorecard
3 / 5 Stars
Lipper
2 3 3 3 4
Zacks Investment Research
3 (Hold)
Standard & Poor's
2 / 5 Stars
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.46
Mean 1.21
Sharpe Ratio 0.88
Bear Market Decile Rank 51

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 90.41 98.66
Beta 1.28 1.0
Alpha -6.13 -0.58