Ratings & Risk for SEI Instl Mgd Tax-Managed Small Cap A (STMSX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		192
    5-Year Average Average
    		164
    10-Year — — — 110
    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 24.55 -0.52 -0.35
    5-Year 20.93 0.15 -0.06
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 89.87 1.17 2.84
    3-Year 92.95 1.21 0.66
    5-Year 90.36 1.25 0.53
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009