SEI Institutional Managed Trust Small Cap Value Portfolio Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.49
Mean 1.04
Sharpe Ratio 0.76
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 91.6 98.78
Beta 1.26 1.01
Alpha -5.48 -0.98