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SEI Multi Strategy Alternatives F (SIMT) (SMSAX)

9.60 +0.03 (+0.31%)
At close: 8:00 PM EDT

Fund Summary

The advisor employs a strategy intended to generate an absolute (i.e., positive) return in various market cycles with reduced correlation to the stock and bond markets. The fund allocates its assets among a variety of investment strategies through the use of: (i) affiliated and unaffiliated funds, including open-end funds, closed-end funds and exchange traded funds (underlying funds); and/or (ii) one or more investment sub-advisers (each, a Sub-Adviser and collectively, the Sub-Advisers).

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 12.06%
Worst 1Y Total Return --
Number of Years Up 9
Number of Years Down 4

Performance & Risk

YTD Return 2.03%
5y Average Return 3.65%
Rank in Category (ytd) 71
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.20
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
SMSAXCategory AverageSMSAXCategory AverageSMSAXCategory Average
Alpha -2.28 -0.01 -0.5 -0.02 -0.96 -0
BETA 0.2 0 0.25 0 0.25 0
Mean Annual Return 0.14 0 0.34 0 0.21 0
R-squared 54.57 0.61 64.85 0.6 68.26 0.58
Standard Deviation 4.62 0.08 5.41 0.06 4.48 0.06
Sharpe Ratio -0.28 0 0.35 0 0.23 0
Treynor Ratio -6.95 0.06 7.42 0.07 3.79 0.1

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