SEI Institutional Managed Global Managed Volatility Fund

Scorecard
3 / 5 Stars
Lipper
3 1 5 1 1
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
4 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 7.3
Mean 0.95
Sharpe Ratio 1.55
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
Morningstar SUP/Defensive TR USD
R-Squared 36.63 77.56
Beta 0.26 0.66
Alpha 9.87 -0.8