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SEI Global Managed Volatility I (SIMT) (SGMIX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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9.85+0.05 (+0.51%)
At close: 08:00PM EDT

Risk Overview

Morningstar Risk Rating★
Number of Years Up12
Number of Years Down4
Best 1 Yr Total Return (May 5, 2024)19.52%
Worst 1 Yr Total Return (May 5, 2024)N/A

Risk Statistics

3 Years
SGMIXCategory Average
5 Years
SGMIXCategory Average
10 Years
SGMIXCategory Average
Alpha
0.35-0.01
-2.36-0.01
0.36-0
BETA
0.650.01
0.670.01
0.660.01
Mean Annual Return
0.420.01
0.460.01
0.570.01
R-squared
80.090.95
81.940.93
80.630.91
Standard Deviation
11.970.18
13.120.15
10.860.15
Sharpe Ratio
0.160.01
0.250.01
0.490.01
Treynor Ratio
1.990.12
3.740.12
7.390.09