SEMCX - SEI Institutional Managed Trust Mid-Cap Portfolio Fund Class F

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up20
Number of Years Down6
Best 1 Yr Total Return (Feb. 3, 2019)37.37%
Worst 1 Yr Total Return (Feb. 3, 2019)-41.46%

Risk Statistics

3 Years
SEMCXCategory Average
5 Years
SEMCXCategory Average
10 Years
SEMCXCategory Average
Alpha
-9.49-0.08
-6.89-0.07
-4.9-0.05
Beta
1.240.01
1.20.01
1.20.01
Mean Annual Return
0.380
0.540
0.990.01
R-squared
94.250.9
92.520.87
91.680.87
Standard Deviation
21.730.21
18.480.18
16.820.17
Sharpe Ratio
0.130
0.290
0.670.01
Treynor Ratio
0.410.01
3.060.02
8.60.08