SEI Institutional Managed Global Managed Volatility Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 7.28
Mean 0.94
Sharpe Ratio 1.54
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
Morningstar SUP/Defensive TR USD
R-Squared 37.2 78.21
Beta 0.26 0.67
Alpha 9.83 -1.31