SGMIX
SEI Global Managed Volatility SIMT-I
$9.71
0.08 (0.83%)
Currency in USD / Last Updated: 4/22/2024
Category | World Large |
---|---|
Market Cap | 842.19M |
52 Week High | 9.95 |
52 Week Low | 8.651 |
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Key Data
Symbol | SGMIX |
---|---|
Type | Mutual Fund |
Category | World Large |
Price | 9.71 |
Price Yesterday | 9.63 |
Market Cap | 842.19 |
YTD Return | 3.19% |
Expense Details
Deferred | 0 |
---|---|
12b-1 | 0 |
Front Load | 0 |
Initial Purchase Amount | 100000 |
Redeption Fee | 0 |
Prospectus | 0.0136 |
Overview
52 Week High | 9.95 |
---|---|
52 Week Low | 8.65 |
Market Cap | 842.19M |
Shares Outstanding | 86.73M |
Income Dividend Yield | 1.54% |
Long Term Dividend Yield | 4.02% |
Short Term Dividend Yield | 0.00% |
52 Week Yield (All) | 5.56% |
Returns Annualized
One Day | 705.96% |
---|---|
Five Days | 51.80% |
One Months | -20.68% |
Three Months | 8.23% |
Six Months | 23.24% |
Nine Months | 6.02% |
One Year | 6.35% |
Three Years | 4.06% |
Five Years | 5.05% |
Ten Years | 6.54% |
YTD | 10.83% |
Since Inception | 4.48% |
Returns Total
One Day | 0.83% |
---|---|
Five Days | 0.83% |
One Month | -1.82% |
Three Months | 2.00% |
Six Months | 10.91% |
Nine Months | 4.48% |
One Year | 6.32% |
Three Years | 12.65% |
Five Years | 27.90% |
Ten Years | 88.18% |
YTD | 3.19% |
Since Inception | 105.63% |
Yearly Returns
2024 | 3.19% |
---|---|
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 | -7.60% |
---|---|
Beta | 0.48 |
Correlation | 84.42% |
Downside Deviation | 1.97% |
Coefficient of determination | 71.27% |
Standard Deviation | 1.94% |
Sharpe Ratio | -2.51 |
Sortino | -8.59 |
Treynor | 1.98 |
Ulcer Index | 2.32 |
Ulcer Performance Index | -7.29 |