(As of 4/30/2021)

SEI Global Managed Volatility Fund Class O

(Global Equity)

FundGrade A+® Rating recipient
For more information about
FundGrade click here
Inception Return
11.05 %
YTD Return 5.39 %
Change $0.14 / 0.72 %
Growth of $10,000 (As of April 30, 2021)
MER 0.13 %
Assets ($mil) $660.97
Rank (1Yr) 2189/2276
Std Dev (3Yr) 10.41 %
Volatility Ranking (3Yr) 4/10
RRSP Eligibility Yes
Load No Load
Max Front End -
Max Back End -
Sales Status Open
The Fund seeks to achieve capital appreciation with less volatility than the broad global equity markets through investments primarily in equity securities of issuers in developed and emerging countries.
Management Co.
SEI Investments Canada Company
  • Eugene Barbaneagra, SEI Investments Canada Company
  • Guy Lakonishok , LSV Asset Management
  • Josef Lakonishok, LSV Asset Management
  • Puneet Mansharamani, LSV Asset Management
  • Greg Sleight, LSV Asset Management
  • Menno Vermeulen, LSV Asset Management
  • Mark Birmingham, Acadian Asset Management Inc
  • Ryan Taliaferro, Acadian Asset Management Inc
Asset Allocation
(As of April 30, 2021)
Sector Allocation
(As of April 30, 2021)
Geographic Allocation
(As of April 30, 2021)
Top 10 Holdings
Oracle CorpUS EquityTechnologyUnited States2.35%
Johnson & JohnsonUS EquityHealthcareUnited States2.17%
Target CorpUS EquityConsumer ServicesUnited States1.60%
Intel CorpUS EquityTechnologyUnited States1.56%
Nippon Telegraph and Telephone CorpInternational EquityTelecommunicationsJapan1.47%
Amdocs LtdUS EquityTechnologyUnited States1.42%
Verizon Communications IncUS EquityTelecommunicationsUnited States1.39%
AT&T IncUS EquityTelecommunicationsUnited States1.39%
Kroger CoUS EquityConsumer GoodsUnited States1.38%
Allstate CorpUS EquityFinancial ServicesUnited States1.28%

Performance Data (As of April 30, 2021)
  Return (%) Annualized Return (%)
Return 1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr
Fund -0.09 5.23 13.90 5.39 10.71 3.91 7.02 -   
Benchmark 1.95 5.61 19.10 5.64 30.06 11.65 13.52 12.29
Quartile Ranking 4 3 4 3 4 4 4 -

Calendar Return (%) 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Fund -5.45 11.80 2.34 10.94 6.75 15.70 18.37 31.32 -      -     
Benchmark 13.15 21.41 -1.79 16.29 5.18 16.88 13.97 32.40 13.73 -5.69
Quartile Ranking 4 4 1 3 2 2 1 2 - -
MSCI ESG Fund Metrics (As of May 01, 2021)
69th Percentile - Global

The MSCI ESG Quality Score measures the ability of underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors.

ESG Leaders are companies with a best in class MSCI ESG Rating. ESG Laggards are companies with a worst in class MSCI ESG Rating. MSCI ESG Ratings is designed to identify ESG risks or opportunities that may not be captured through conventional financial analysis. Companies are rated on a AAA-CCC scale relative to the standards and performance of their industry peers, according to analysis of thousands of data points across 36 key ESG issues.

The percentage of the portfolio's market value exposed to companies flagged for one or more standard SRI exclusion factors (alcohol, civilian firearms, gambling, weapons, cluster bombs, landmines, nuclear power, GMOs, and tobacco).

The portfolio weighted average of each company’s percent of revenue generated by Sustainable Impact Solutions (goods and services that address at least one of the world’s social and environmental challenges), as defined by the United Nations Sustainable Development Goals.

ESG data provided by MSCI
MSCI ESG Research LLC’s (“MSCI ESG”) Fund Metrics products (the “Information”) provide environmental, social and governance data with respect to underlying securities within more than 23,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided “as is” and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.

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