SEI Institutional Managed Global Managed Volatility Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 7.2
Mean 1.0
Sharpe Ratio 1.65
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 37.54 78.05
Beta 0.27 0.69
Alpha 10.04 -0.51

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