Summary
SEEM
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 26.14% 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: 15/10/2026

Current price: $37.12

Expense ratio: 0.60%

Assets under management
$671.4M
1.21% 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

-2.87%

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

-3.02%

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

4.38%

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

26.14%

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

57.51%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.104%

Best day

4.707%

08/04/2026
Worst day

-6.191%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $36.67 $37.14 $36.52 $37.12 69,600
14/10/2026 $37.53 $37.64 $37.19 $37.25 77,600
13/10/2026 $37.79 $38.00 $37.79 $37.98 37,300
12/10/2026 $38.43 $38.43 $38.19 $38.24 13,500
09/10/2026 $38.62 $38.65 $38.48 $38.56 41,000
08/10/2026 $38.48 $38.48 $38.03 $38.19 29,600
07/10/2026 $38.73 $38.99 $38.67 $38.90 35,700
06/10/2026 $39.53 $39.56 $39.33 $39.34 27,500
05/10/2026 $39.40 $39.66 $39.40 $39.56 41,600
02/10/2026 $39.09 $39.26 $38.97 $39.19 31,200