SVYAX
SEI US Managed Volatility SIIT-A
$11.37
-0.08 (-0.70%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap Value |
|---|---|
| Market Cap | 722.94M |
| 52 Week High | 11.763 |
| 52 Week Low | 9.725 |
Customize MutualFund.com
Log in or sign up to get started.
Key Data
| Symbol | SVYAX |
|---|---|
| Type | Mutual Fund |
| Category | Large Cap Value |
| Price | 11.37 |
| Price Yesterday | 11.45 |
| Market Cap | 722.94 |
| YTD Return | 5.58% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 100000 |
| Redeption Fee | 0 |
| Prospectus | 0.002 |
Overview
| 52 Week High | 11.76 |
|---|---|
| 52 Week Low | 9.73 |
| Market Cap | 722.94M |
| Shares Outstanding | 63.58M |
| Income Dividend Yield | 1.88% |
| Long Term Dividend Yield | 9.92% |
| Short Term Dividend Yield | 0.32% |
| 52 Week Yield (All) | 12.12% |
Returns Annualized
| One Day | -82.94% |
|---|---|
| Five Days | -35.71% |
| One Months | -11.44% |
| Three Months | -7.50% |
| Six Months | 9.62% |
| Nine Months | 17.89% |
| One Year | 11.00% |
| Three Years | 4.89% |
| Five Years | 6.85% |
| Ten Years | 8.49% |
| YTD | 11.11% |
| Since Inception | 11.61% |
Returns Total
| One Day | -0.70% |
|---|---|
| Five Days | -0.87% |
| One Month | -0.96% |
| Three Months | -1.90% |
| Six Months | 4.62% |
| Nine Months | 12.98% |
| One Year | 10.99% |
| Three Years | 15.30% |
| Five Years | 39.18% |
| Ten Years | 125.42% |
| YTD | 5.58% |
| Since Inception | 446.11% |
Yearly Returns
| 2024 | 5.58% |
|---|---|
| 2023 | 4.77% |
| 2022 | -0.45% |
| 2021 | 20.37% |
| 2020 | -1.88% |
| 2019 | 23.93% |
| 2018 | -2.20% |
| 2017 | 15.32% |
| 2016 | 13.77% |
| 2015 | 1.35% |
Risk against SP-DA
| Alpha | -8.29% |
|---|---|
| Beta | 0.6 |
| Correlation | 75.22% |
| Downside Deviation | 2.11% |
| Coefficient of determination | 56.58% |
| Standard Deviation | 2.55% |
| Sharpe Ratio | -2.01 |
| Sortino | -8.38 |
| Treynor | 9.43 |
| Ulcer Index | 2.69 |
| Ulcer Performance Index | -6.59 |