SEI Institutional Managed Trust Small Cap Value Portfolio Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 16.5
Mean 1.08
Sharpe Ratio 0.78
Bear Market Decile Rank 50

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 91.72 98.7
Beta 1.27 1.01
Alpha -5.38 -0.44