SVTAX
SEI Global Managed Volatility SIMT-F
$9.91
0.02 (0.20%)
Currency in USD / Last Updated: 4/18/2024
Category | World Large |
---|---|
Market Cap | 831.894M |
52 Week High | 10.27 |
52 Week Low | 8.923 |
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Key Data
Symbol | SVTAX |
---|---|
Type | Mutual Fund |
Category | World Large |
Price | 9.91 |
Price Yesterday | 9.89 |
Market Cap | 831.89 |
YTD Return | 2.06% |
Expense Details
Deferred | 0 |
---|---|
12b-1 | 0 |
Front Load | 0 |
Initial Purchase Amount | 100000 |
Redeption Fee | 0 |
Prospectus | 0.0111 |
Overview
52 Week High | 10.27 |
---|---|
52 Week Low | 8.92 |
Market Cap | 831.89M |
Shares Outstanding | 83.94M |
Income Dividend Yield | 1.70% |
Long Term Dividend Yield | 3.94% |
Short Term Dividend Yield | 0.00% |
52 Week Yield (All) | 5.64% |
Returns Annualized
One Day | 66.46% |
---|---|
Five Days | -50.72% |
One Months | -22.26% |
Three Months | 4.57% |
Six Months | 17.21% |
Nine Months | 6.19% |
One Year | 5.26% |
Three Years | 3.91% |
Five Years | 5.01% |
Ten Years | 6.73% |
YTD | 7.10% |
Since Inception | 5.25% |
Returns Total
One Day | 0.20% |
---|---|
Five Days | -1.39% |
One Month | -2.17% |
Three Months | 1.12% |
Six Months | 8.19% |
Nine Months | 4.62% |
One Year | 5.26% |
Three Years | 12.18% |
Five Years | 27.61% |
Ten Years | 91.50% |
YTD | 2.06% |
Since Inception | 146.70% |
Yearly Returns
2024 | 2.06% |
---|---|
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 | -7.83% |
---|---|
Beta | 0.45 |
Correlation | 80.86% |
Downside Deviation | 1.94% |
Coefficient of determination | 65.39% |
Standard Deviation | 1.89% |
Sharpe Ratio | -2.63 |
Sortino | -8.88 |
Treynor | -0.26 |
Ulcer Index | 2.29 |
Ulcer Performance Index | -7.55 |