SGMAX
SEI Global Managed Volatility SIIT-A
$11.63
-0.01 (-0.09%)
Currency in USD / Last Updated: 7/9/2024
Category | World Large Value |
---|---|
Market Cap | 2036.925M |
52 Week High | 11.67 |
52 Week Low | 9.91 |
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Key Data
Symbol | SGMAX |
---|---|
Type | Mutual Fund |
Category | World Large Value |
Price | 11.63 |
Price Yesterday | 11.64 |
Market Cap | 2,036.93 |
YTD Return | 7.69% |
Expense Details
Deferred | 0 |
---|---|
12b-1 | 0 |
Front Load | 0 |
Initial Purchase Amount | 100000 |
Redeption Fee | 0 |
Prospectus | 0.0025 |
Overview
52 Week High | 11.67 |
---|---|
52 Week Low | 9.91 |
Market Cap | 2,036.93M |
Shares Outstanding | 175.14M |
Income Dividend Yield | 2.80% |
Long Term Dividend Yield | 2.89% |
Short Term Dividend Yield | 0.26% |
52 Week Yield (All) | 5.95% |
Returns Annualized
One Day | -19.49% |
---|---|
Five Days | 18.98% |
One Months | 4.44% |
Three Months | 5.80% |
Six Months | 14.10% |
Nine Months | 19.49% |
One Year | 13.18% |
Three Years | 6.07% |
Five Years | 6.84% |
Ten Years | -999 |
YTD | 15.45% |
Since Inception | 8.51% |
Returns Total
One Day | -0.09% |
---|---|
Five Days | 0.35% |
One Month | 0.35% |
Three Months | 1.39% |
Six Months | 6.70% |
Nine Months | 14.11% |
One Year | 13.17% |
Three Years | 19.25% |
Five Years | 39.06% |
Ten Years | -999 |
YTD | 7.69% |
Since Inception | 98.74% |
Yearly Returns
2024 | 7.69% |
---|---|
2023 | 8.87% |
2022 | -3.41% |
2021 | 18.85% |
2020 | -2.71% |
2019 | 20.60% |
2018 | -4.38% |
2017 | 17.64% |
2016 | 11.88% |
2015 | 0.00% |
Risk against SP-DA
Alpha | -4.44% |
---|---|
Beta | 0.52 |
Correlation | 85.95% |
Downside Deviation | 1.82% |
Coefficient of determination | 73.88% |
Standard Deviation | 1.96% |
Sharpe Ratio | -2.28 |
Sortino | -8.53 |
Treynor | 14.87 |
Ulcer Index | 1.97 |
Ulcer Performance Index | -7.9 |