SEIM
SEI Enhanced US LgCap MomentumFactor ETF
$33.74
-0.04 (-0.12%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap |
|---|---|
| Market Cap | 487.543M |
| 52 Week High | 33.836 |
| 52 Week Low | 24.242 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0015 |
Overview
| 52 Week High | 33.84 |
|---|---|
| 52 Week Low | 24.24 |
| Market Cap | 487.54M |
| Shares Outstanding | 14.45M |
| Income Dividend Yield | 0.49% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.49% |
Returns Annualized
| One Day | -25.83% |
|---|---|
| Five Days | 116.62% |
| One Months | 67.50% |
| Three Months | 34.33% |
| Six Months | 47.99% |
| Nine Months | 46.06% |
| One Year | 29.61% |
| Three Years | -999 |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 45.13% |
| Since Inception | 16.17% |
Returns Total
| One Day | -0.12% |
|---|---|
| Five Days | 1.54% |
| One Month | 4.17% |
| Three Months | 7.52% |
| Six Months | 21.25% |
| Nine Months | 32.43% |
| One Year | 29.57% |
| Three Years | -999 |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 21.16% |
| Since Inception | 37.51% |
Yearly Returns
| 2024 | 21.16% |
|---|---|
| 2023 | 16.25% |
| 2022 | -2.37% |
| 2021 | 0.00% |
| 2020 | 0.00% |
| 2019 | 0.00% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -1.71% |
|---|---|
| Beta | 1.11 |
| Correlation | 93.26% |
| Downside Deviation | 3.25% |
| Coefficient of determination | 86.98% |
| Standard Deviation | 3.83% |
| Sharpe Ratio | 0.07 |
| Sortino | 0.27 |
| Treynor | 21.8 |
| Ulcer Index | 3.66 |
| Ulcer Performance Index | 0.24 |