SVTAX
SEI Global Managed Volatility SIMT-F
$10.42
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | World Large |
|---|---|
| Market Cap | 835.359M |
| 52 Week High | 10.43 |
| 52 Week Low | 8.923 |
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Key Data
| Symbol | SVTAX |
|---|---|
| Type | Mutual Fund |
| Category | World Large |
| Price | 10.42 |
| Price Yesterday | 10.42 |
| Market Cap | 835.36 |
| YTD Return | 7.31% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 100000 |
| Redeption Fee | 0 |
| Prospectus | 0.0111 |
Overview
| 52 Week High | 10.43 |
|---|---|
| 52 Week Low | 8.92 |
| Market Cap | 835.36M |
| Shares Outstanding | 80.17M |
| Income Dividend Yield | 1.62% |
| Long Term Dividend Yield | 3.75% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 5.36% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 33.82% |
| One Months | 11.56% |
| Three Months | 11.72% |
| Six Months | 14.00% |
| Nine Months | 19.32% |
| One Year | 11.81% |
| Three Years | 4.49% |
| Five Years | 5.14% |
| Ten Years | 6.83% |
| YTD | 14.68% |
| Since Inception | 5.48% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 0.58% |
| One Month | 0.87% |
| Three Months | 2.76% |
| Six Months | 6.65% |
| Nine Months | 13.99% |
| One Year | 11.80% |
| Three Years | 14.02% |
| Five Years | 28.37% |
| Ten Years | 93.32% |
| YTD | 7.31% |
| Since Inception | 159.46% |
Yearly Returns
| 2024 | 7.31% |
|---|---|
| 2023 | 7.78% |
| 2022 | -7.69% |
| 2021 | 18.00% |
| 2020 | -2.67% |
| 2019 | 19.79% |
| 2018 | -6.49% |
| 2017 | 17.18% |
| 2016 | 7.17% |
| 2015 | 5.71% |
Risk against SP-DA
| Alpha | -5.68% |
|---|---|
| Beta | 0.52 |
| Correlation | 91.37% |
| Downside Deviation | 1.97% |
| Coefficient of determination | 83.48% |
| Standard Deviation | 1.83% |
| Sharpe Ratio | -2.67 |
| Sortino | -8.56 |
| Treynor | 12.39 |
| Ulcer Index | 2.24 |
| Ulcer Performance Index | -7.54 |