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SEI Global Managed Volatility A (SIIT) (SGMAX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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11.580.00 (0.00%)
At close: 08:00PM EDT

Risk Overview

Morningstar Risk Rating★
Number of Years Up4
Number of Years Down3
Best 1 Yr Total Return (Jun 27, 2024)20.59%
Worst 1 Yr Total Return (Jun 27, 2024)N/A

Risk Statistics

3 Years
SGMAXCategory Average
5 Years
SGMAXCategory Average
10 Years
SGMAXCategory Average
Alpha
1.57-0.05
-0.83-0.04
N/A-0.01
BETA
0.630.01
0.70.01
N/A0.01
Mean Annual Return
0.560.01
0.720.01
N/A0.01
R-squared
78.640.9
82.270.88
N/A0.87
Standard Deviation
11.810.2
13.510.16
N/A0.15
Sharpe Ratio
0.30
0.480.01
N/A0.01
Treynor Ratio
4.770.08
8.270.09
N/A0.08