SGMIX
SEI Global Managed Volatility SIMT-I
$10.08
-0.01 (-0.10%)
Currency in USD / Last Updated: 7/9/2024
| Category | World Large |
|---|---|
| Market Cap | 834.637M |
| 52 Week High | 10.09 |
| 52 Week Low | 8.651 |
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Key Data
| Symbol | SGMIX |
|---|---|
| Type | Mutual Fund |
| Category | World Large |
| Price | 10.08 |
| Price Yesterday | 10.09 |
| Market Cap | 834.64 |
| YTD Return | 7.12% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 100000 |
| Redeption Fee | 0 |
| Prospectus | 0.0136 |
Overview
| 52 Week High | 10.09 |
|---|---|
| 52 Week Low | 8.65 |
| Market Cap | 834.64M |
| Shares Outstanding | 82.80M |
| Income Dividend Yield | 1.48% |
| Long Term Dividend Yield | 3.87% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 5.35% |
Returns Annualized
| One Day | -22.13% |
|---|---|
| Five Days | 35.15% |
| One Months | 10.57% |
| Three Months | 11.22% |
| Six Months | 13.54% |
| Nine Months | 19.03% |
| One Year | 11.53% |
| Three Years | 4.25% |
| Five Years | 4.87% |
| Ten Years | 6.56% |
| YTD | 14.28% |
| Since Inception | 4.66% |
Returns Total
| One Day | -0.10% |
|---|---|
| Five Days | 0.60% |
| One Month | 0.80% |
| Three Months | 2.65% |
| Six Months | 6.44% |
| Nine Months | 13.78% |
| One Year | 11.52% |
| Three Years | 13.23% |
| Five Years | 26.78% |
| Ten Years | 88.48% |
| YTD | 7.12% |
| Since Inception | 113.47% |
Yearly Returns
| 2024 | 7.12% |
|---|---|
| 2023 | 7.48% |
| 2022 | -7.87% |
| 2021 | 17.74% |
| 2020 | -2.88% |
| 2019 | 19.52% |
| 2018 | -6.81% |
| 2017 | 16.87% |
| 2016 | 6.92% |
| 2015 | 5.48% |
Risk against SP-DA
| Alpha | -6.12% |
|---|---|
| Beta | 0.53 |
| Correlation | 91.23% |
| Downside Deviation | 2.00% |
| Coefficient of determination | 83.22% |
| Standard Deviation | 1.85% |
| Sharpe Ratio | -2.68 |
| Sortino | -8.61 |
| Treynor | 11.7 |
| Ulcer Index | 2.26 |
| Ulcer Performance Index | -7.62 |