Ratings & Risk for SEI Instl Mgd Small Cap Value I (SMVIX)

Morningstar Category: Small Value
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		100
    5-Year Average Average
    		85
    10-Year Average Average
    		59
    Overall Average Average
    		—
    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 25.56 -0.48 -0.32
    5-Year 21.55 0.28 0.02
    10-Year 18.79 0.76 0.33
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 90.55 1.35 0.18
    3-Year 88.81 1.23 1.42
    5-Year 87.21 1.26 2.05
    10-Year 69.47 0.97 8.64

    S&P 500 TR

    Trailing data as of 10/31/2009