SEIM
SEI Enhanced US LgCap MomentumFactor ETF
$30.30
-0.12 (-0.39%)
Currency in USD / Last Updated: 4/25/2024
Category | Large Cap |
---|---|
Market Cap | 435.562M |
52 Week High | 32.31 |
52 Week Low | 24.267 |
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Expense Details
Deferred | 0 |
---|---|
12b-1 | 0 |
Front Load | 0 |
Initial Purchase Amount | 0 |
Redeption Fee | 0 |
Prospectus | 0.0015 |
Overview
52 Week High | 32.31 |
---|---|
52 Week Low | 24.27 |
Market Cap | 435.56M |
Shares Outstanding | 14.38M |
Income Dividend Yield | 0.63% |
Long Term Dividend Yield | 0.00% |
Short Term Dividend Yield | 0.00% |
52 Week Yield (All) | 0.63% |
Returns Annualized
One Day | -63.10% |
---|---|
Five Days | 14.27% |
One Months | -48.60% |
Three Months | 19.64% |
Six Months | 52.33% |
Nine Months | 18.04% |
One Year | 21.84% |
Three Years | -999 |
Five Years | -999 |
Ten Years | -999 |
YTD | 30.10% |
Since Inception | 11.52% |
Returns Total
One Day | -0.39% |
---|---|
Five Days | 0.26% |
One Month | -5.64% |
Three Months | 4.58% |
Six Months | 23.19% |
Nine Months | 13.30% |
One Year | 21.82% |
Three Years | -999 |
Five Years | -999 |
Ten Years | -999 |
YTD | 8.70% |
Since Inception | 23.37% |
Yearly Returns
2024 | 8.70% |
---|---|
2023 | 16.25% |
2022 | -2.37% |
2021 | 0.00% |
2020 | 0.00% |
2019 | 0.00% |
2018 | 0.00% |
2017 | 0.00% |
2016 | 0.00% |
2015 | 0.00% |
Risk against SP-DA
Alpha | -4.99% |
---|---|
Beta | 1.04 |
Correlation | 93.60% |
Downside Deviation | 2.88% |
Coefficient of determination | 87.62% |
Standard Deviation | 3.78% |
Sharpe Ratio | -0.31 |
Sortino | -1.43 |
Treynor | 15.79 |
Ulcer Index | 3.52 |
Ulcer Performance Index | -1.17 |