Ratings & Risk for SEI Instl Mgd US Managed Volatility A (SVOAX)

Morningstar Category: Mid-Cap Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Low
    		138
    5-Year Average Low
    		112
    10-Year — — — 78
    Overall Average Low
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 16.61 -0.31 -0.37
    5-Year 13.71 0.20 -0.04
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 95.61 0.75 -3.99
    3-Year 93.30 0.82 0.15
    5-Year 92.05 0.82 0.57
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009