SEI ENHANCED U.S. LARGE CAP MOMENTUM FACTOR ETF
Symbol: SEIM
Exchange: BATS
Sector: Technology
Category: Large Growth
Inception date: 16/05/2022
Latest date: 20/07/2026
Current price: $52.64
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-5.40%
Ann. -34.17% (Sharpe / Sortino numerator)
Volatility
25.42%
Sharpe ratio
-1.487
VaR 95%
-2.19%
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
3.71%
Ann. -0.52% (Sharpe / Sortino numerator)
Volatility
21.28%
Sharpe ratio
-0.195
VaR 95%
-1.92%
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
12.24%
Ann. 6.21% (Sharpe / Sortino numerator)
Volatility
19.07%
Sharpe ratio
0.135
VaR 95%
-2.00%
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
24.29%
Ann. 27.29% (Sharpe / Sortino numerator)
Volatility
21.55%
Sharpe ratio
1.098
VaR 95%
-1.88%
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
59.32%
Ann. 22.04% (Sharpe / Sortino numerator)
Volatility
19.99%
Sharpe ratio
0.921
VaR 95%
-1.92%
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
99.17%
Ann. 23.15% (Sharpe / Sortino numerator)
Volatility
17.85%
Sharpe ratio
1.094
VaR 95%
-1.69%
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.
Average daily return
0.093%
Best day
3.747%
Worst day
-3.512%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $53.38 | $53.46 | $52.61 | $52.64 | 54,700 |
| 17/07/2026 | $52.17 | $53.18 | $52.10 | $52.65 | 50,700 |
| 16/07/2026 | $53.91 | $54.04 | $53.13 | $53.33 | 96,400 |
| 15/07/2026 | $54.57 | $54.57 | $53.55 | $54.11 | 89,300 |
| 14/07/2026 | $54.59 | $54.67 | $54.33 | $54.56 | 931,700 |
| 13/07/2026 | $54.41 | $54.52 | $53.79 | $53.96 | 60,400 |
| 10/07/2026 | $54.56 | $55.03 | $54.32 | $54.93 | 62,600 |
| 09/07/2026 | $54.79 | $55.00 | $54.53 | $54.67 | 49,600 |
| 08/07/2026 | $53.68 | $53.94 | $53.17 | $53.93 | 91,900 |
| 07/07/2026 | $53.75 | $53.87 | $53.25 | $53.76 | 81,600 |