SEI Institutional Managed Global Managed Volatility Fund

Scorecard
3 / 5 Stars
Lipper
3 2 5 2 1
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
4 / 5 Stars
TheStreet.com
B- (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 7.23
Mean 0.97
Sharpe Ratio 1.6
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
Morningstar SUP/Defensive TR USD
R-Squared 37.02 77.86
Beta 0.27 0.69
Alpha 9.74 -0.86