SVOAX
SEI US Managed Volatility SIMT-F
$14.68
-0.02 (-0.14%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap Value |
|---|---|
| Market Cap | 617.225M |
| 52 Week High | 15.104 |
| 52 Week Low | 12.602 |
Customize MutualFund.com
Log in or sign up to get started.
Key Data
| Symbol | SVOAX |
|---|---|
| Type | Mutual Fund |
| Category | Large Cap Value |
| Price | 14.68 |
| Price Yesterday | 14.7 |
| Market Cap | 617.23 |
| YTD Return | 5.42% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 100000 |
| Redeption Fee | 0 |
| Prospectus | 0.009 |
Overview
| 52 Week High | 15.10 |
|---|---|
| 52 Week Low | 12.60 |
| Market Cap | 617.23M |
| Shares Outstanding | 42.05M |
| Income Dividend Yield | 1.98% |
| Long Term Dividend Yield | 11.01% |
| Short Term Dividend Yield | 0.20% |
| 52 Week Yield (All) | 13.19% |
Returns Annualized
| One Day | -29.07% |
|---|---|
| Five Days | -10.71% |
| One Months | -5.26% |
| Three Months | -4.65% |
| Six Months | 9.27% |
| Nine Months | 17.40% |
| One Year | 10.23% |
| Three Years | 4.24% |
| Five Years | 6.21% |
| Ten Years | 7.78% |
| YTD | 10.79% |
| Since Inception | 8.21% |
Returns Total
| One Day | -0.14% |
|---|---|
| Five Days | -0.22% |
| One Month | -0.43% |
| Three Months | -1.16% |
| Six Months | 4.45% |
| Nine Months | 12.63% |
| One Year | 10.22% |
| Three Years | 13.19% |
| Five Years | 35.05% |
| Ten Years | 111.07% |
| YTD | 5.42% |
| Since Inception | 366.92% |
Yearly Returns
| 2024 | 5.42% |
|---|---|
| 2023 | 3.71% |
| 2022 | -0.93% |
| 2021 | 19.62% |
| 2020 | -2.18% |
| 2019 | 24.15% |
| 2018 | -2.77% |
| 2017 | 14.05% |
| 2016 | 12.05% |
| 2015 | 0.98% |
Risk against SP-DA
| Alpha | -9.62% |
|---|---|
| Beta | 0.62 |
| Correlation | 78.63% |
| Downside Deviation | 2.21% |
| Coefficient of determination | 61.83% |
| Standard Deviation | 2.54% |
| Sharpe Ratio | -2.1 |
| Sortino | -8.35 |
| Treynor | 7.82 |
| Ulcer Index | 2.85 |
| Ulcer Performance Index | -6.48 |