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 |
Customize MutualFund.com
Log in or sign up to get started.
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 |