Ratings & Risk for SEI Instl Mgd US Managed Volatility I (SEVIX)

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 16.66 -0.33 -0.38
    5-Year 13.74 0.19 -0.05
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 95.65 0.76 -4.37
    3-Year 93.34 0.82 -0.06
    5-Year 92.09 0.82 0.44
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009