Summary
SEEM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 37.35% Volatility 20.45% Sharpe 1.60
Official loaded data — not a live quote.

SEI SELECT EMERGING MARKETS EQUITY ETF

Symbol: SEEM

Exchange: NASDAQ

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 08/10/2024

Latest date: 20/07/2026

Current price: $37.27

Expense ratio: 0.60%

Assets under management
$605.7M
-1.02% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-9.70%

Ann. -61.95% (Sharpe / Sortino numerator)

Volatility

36.09%

Sharpe ratio

-1.817

VaR 95%

-3.74%

CVaR 95%: -4.49%
Max drawdown: -7.31%
Sortino ratio: -2.711
Calmar ratio: -8.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.10%

Ann. 9.10% (Sharpe / Sortino numerator)

Volatility

25.82%

Sharpe ratio

0.212

VaR 95%

-3.26%

CVaR 95%: -3.94%
Max drawdown: -14.01%
Sortino ratio: 0.274
Calmar ratio: 0.65

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.75%

Ann. 18.64% (Sharpe / Sortino numerator)

Volatility

21.48%

Sharpe ratio

0.699

VaR 95%

-2.00%

CVaR 95%: -3.44%
Max drawdown: -14.01%
Sortino ratio: 0.877
Calmar ratio: 1.33

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

37.35%

Ann. 36.31% (Sharpe / Sortino numerator)

Volatility

20.45%

Sharpe ratio

1.598

VaR 95%

-1.80%

CVaR 95%: -3.19%
Max drawdown: -14.01%
Sortino ratio: 2.003
Calmar ratio: 2.59

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

55.74%

Ann. 33.28% (Sharpe / Sortino numerator)

Volatility

20.43%

Sharpe ratio

1.455

VaR 95%

-1.81%

CVaR 95%: -2.91%
Max drawdown: -14.34%
Sortino ratio: 1.999
Calmar ratio: 2.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.138%

Best day

4.707%

08/04/2026
Worst day

-6.191%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $37.66 $38.06 $37.24 $37.27 63,100
17/07/2026 $36.60 $37.44 $36.53 $37.16 22,100
16/07/2026 $37.97 $37.97 $37.57 $37.69 26,600
15/07/2026 $38.59 $38.66 $37.96 $38.44 34,900
14/07/2026 $38.25 $38.44 $38.12 $38.39 40,200
13/07/2026 $38.14 $38.14 $37.69 $37.69 40,600
10/07/2026 $38.88 $39.14 $38.73 $39.07 30,700
09/07/2026 $38.82 $39.06 $38.73 $39.05 349,000
08/07/2026 $38.42 $38.83 $38.07 $38.76 120,200
07/07/2026 $38.76 $38.79 $38.25 $38.43 27,200