Sei Institutional Correlations

Mutual Funds . USA . 
Fund . Sei Institutional Managed
LLOAX Fund   10.13  0.01  0.1%   
The current 90-days correlation between Sei Institutional Managed and Simt Multi Asset Accumulation is -0.11 (i.e., Good diversification). The correlation of Sei Institutional is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Sei Institutional Correlation With Market

Good diversification

The correlation between Sei Institutional Managed and DJI is -0.06 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sei Institutional Managed and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Sei Institutional Managed. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Sei Mutual Fund

  0.89SAAAX Simt Multi AssetPairCorr
  0.99SRWAX Saat Market GrowthPairCorr
  0.97SSCGX Simt Small CapPairCorr
  0.98SSEAX Siit Screened WorldPairCorr
  0.98SSGAX Saat Aggressive StrategyPairCorr
  0.98SASDX Saat Aggressive StrategyPairCorr
  0.95SSMAX Siit Small MidPairCorr
  0.92TFCAX Tax Free ConservativePairCorr
  0.93TFCYX Tax Free ConservativePairCorr
  0.97SSPIX Simt Sp 500PairCorr
  0.95SSTDX Saat Servative StrategyPairCorr
  0.92SBDAX Stet California MunicipalPairCorr
  0.63STAYX Stet Tax AdvantagedPairCorr
  0.95STDAX Saat Defensive StrategyPairCorr
  0.95ENIAX Siit Opportunistic IncomePairCorr
  0.98STLYX Simt Tax ManagedPairCorr
  0.96STMPX Simt Tax ManagedPairCorr
  0.97STMSX Simt Tax ManagedPairCorr
  0.93STVYX Simt Tax ManagedPairCorr
  0.97SCMSX Saat E MarketPairCorr
  0.95SCLAX Simt Multi AssetPairCorr
  0.98SCPAX Siit Large CapPairCorr
  0.92SCYYX Stet California MunicipalPairCorr
  0.94SUMAX Stet Short DurationPairCorr
  0.97SUSYX Simt Managed VolatilityPairCorr
  0.88SUSAX Siit Ultra ShortPairCorr
  0.72SDGFX Sdit Short DurationPairCorr
  0.98SDLAX Siit Dynamic AssetPairCorr
  0.98SVAYX Simt Large CapPairCorr
  0.98SDYAX Simt Dynamic AssetPairCorr
  0.95SVOAX Simt Managed VolatilityPairCorr
  0.98SDYYX Simt Dynamic AssetPairCorr
  0.96SVSAX Saat Servative StrategyPairCorr
  0.99SEAIX Saat Aggressive StrategyPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Sei Mutual Fund performing well and Sei Institutional Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Sei Institutional's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
SAAAX  0.30  0.06 (0.09) 0.41  0.18 
(0.37)
 0.68 
(0.56)
 2.12 
SRWAX  0.34  0.16  0.05 (2.18) 0.00 
(0.40)
 1.10 
(0.62)
 2.29 
SRYRX  0.11  0.02 (0.51) 8.23  0.00 
(0.15)
 0.21 
(0.20)
 0.93 
SSCGX  0.82  0.06  0.06  0.19  0.80 
(0.89)
 2.18 
(1.49)
 5.22 
SSEAX  0.45  0.15  0.11  0.48  0.15 
(0.54)
 1.05 
(0.87)
 3.44 
SSGAX  0.45  0.11  0.08  0.32  0.18 
(0.51)
 1.40 
(0.85)
 2.98 
SASDX  0.45  0.11  0.07  0.32  0.22 
(0.53)
 1.44 
(0.87)
 3.05 
SSMAX  0.76  0.04  0.04  0.17  0.81 
(0.87)
 2.17 
(1.53)
 5.82 
TFCAX  0.03  0.00  0.00  0.25  0.00 
 0.00 
 0.10 
 0.00 
 0.30 
TFCYX  0.03  0.00  0.00  0.61  0.00 
 0.00 
 0.10 
 0.00 
 0.30 

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