Nasdaq - Delayed Quote USD
SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (STVYX)
17.71
+0.26
+(1.49%)
At close: 8:02:14 PM EDT
Fund Summary
The fund will invest at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in securities of U.S. companies of all capitalization ranges. These securities may include common stocks, preferred stocks, ETFs and warrants. It may also, to a lesser extent, invest in American Depositary Receipts (ADRs), real estate investment trusts (REITs) and securities of non-U.S. companies.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 24.32% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 7 |
| Number of Years Down | 2 |
Performance & Risk
| YTD Return | 3.08% |
| 5y Average Return | 13.44% |
| Rank in Category (ytd) | 5 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.61 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| STVYX | Category Average | STVYX | Category Average | STVYX | Category Average | |
| Alpha | 0.46 | -0.01 | 1.6 | -0.03 | 0.49 | -0.03 |
| BETA | 0.61 | 0.01 | 0.66 | 0.01 | 0.7 | 0.01 |
| Mean Annual Return | 0.84 | 0.01 | 1.09 | 0.01 | 0.84 | 0.01 |
| R-squared | 70.6 | 0.78 | 74.62 | 0.83 | 80.15 | 0.84 |
| Standard Deviation | 11.93 | 0.17 | 12.33 | 0.19 | 12.08 | 0.16 |
| Sharpe Ratio | 0.46 | 0 | 0.83 | 0 | 0.67 | 0.01 |
| Treynor Ratio | 8.39 | 0.04 | 15.38 | 0.07 | 11.08 | 0.08 |
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