SEI Institutional Managed Trust Small Cap Value Portfolio Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.49
Mean 1.06
Sharpe Ratio 0.77
Bear Market Decile Rank 51

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 91.63 98.77
Beta 1.26 1.01
Alpha -5.26 -0.75