SSEAX - SEI Institutional Investments Trust Screened World Equity Ex-US Fund

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up9
Number of Years Down5
Best 1 Yr Total Return (May 25, 2023)34.05%
Worst 1 Yr Total Return (May 25, 2023)N/A

Risk Statistics

3 Years
SSEAXCategory Average
5 Years
SSEAXCategory Average
10 Years
SSEAXCategory Average
Alpha
2.06-0.01
2.06-0.01
2.090.01
BETA
1.020.01
1.020.01
10.01
Mean Annual Return
1.080.01
0.510.01
0.590.01
R-squared
97.080.95
97.780.94
97.460.93
Standard Deviation
17.440.18
17.890.15
14.930.15
Sharpe Ratio
0.670
0.250.01
0.410
Treynor Ratio
10.590.07
2.960.09
5.160.05