SGLYX
SEI Global Managed Volatility SIMT-Y
$10.45
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | World Large |
|---|---|
| Market Cap | 835.35M |
| 52 Week High | 10.46 |
| 52 Week Low | 8.93 |
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Key Data
| Symbol | SGLYX |
|---|---|
| Type | Mutual Fund |
| Category | World Large |
| Price | 10.45 |
| Price Yesterday | 10.45 |
| Market Cap | 835.35 |
| YTD Return | 7.51% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 100000 |
| Redeption Fee | 0 |
| Prospectus | 0.0086 |
Overview
| 52 Week High | 10.46 |
|---|---|
| 52 Week Low | 8.93 |
| Market Cap | 835.35M |
| Shares Outstanding | 79.94M |
| Income Dividend Yield | 1.87% |
| Long Term Dividend Yield | 3.73% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 5.60% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 33.71% |
| One Months | 11.53% |
| Three Months | 12.13% |
| Six Months | 14.19% |
| Nine Months | 19.70% |
| One Year | 12.06% |
| Three Years | 4.75% |
| Five Years | 5.39% |
| Ten Years | -999 |
| YTD | 15.09% |
| Since Inception | 6.81% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 0.58% |
| One Month | 0.87% |
| Three Months | 2.85% |
| Six Months | 6.74% |
| Nine Months | 14.26% |
| One Year | 12.05% |
| Three Years | 14.85% |
| Five Years | 29.93% |
| Ten Years | -999 |
| YTD | 7.51% |
| Since Inception | 86.81% |
Yearly Returns
| 2024 | 7.51% |
|---|---|
| 2023 | 7.94% |
| 2022 | -7.44% |
| 2021 | 18.36% |
| 2020 | -2.43% |
| 2019 | 20.07% |
| 2018 | -6.30% |
| 2017 | 17.42% |
| 2016 | 7.54% |
| 2015 | 6.02% |
Risk against SP-DA
| Alpha | -5.65% |
|---|---|
| Beta | 0.53 |
| Correlation | 91.76% |
| Downside Deviation | 1.96% |
| Coefficient of determination | 84.19% |
| Standard Deviation | 1.85% |
| Sharpe Ratio | -2.59 |
| Sortino | -8.49 |
| Treynor | 12.64 |
| Ulcer Index | 2.22 |
| Ulcer Performance Index | -7.49 |