SEI ENHANCED U.S. LARGE CAP QUALITY FACTOR ETF
Symbol: SEIQ
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 16/05/2022
Latest date: 20/07/2026
Current price: $40.62
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
4.99%
Ann. -47.22% (Sharpe / Sortino numerator)
Volatility
14.91%
Sharpe ratio
-3.411
VaR 95%
-1.85%
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
5.38%
Ann. -20.11% (Sharpe / Sortino numerator)
Volatility
12.43%
Sharpe ratio
-1.910
VaR 95%
-1.56%
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
7.19%
Ann. -10.01% (Sharpe / Sortino numerator)
Volatility
11.16%
Sharpe ratio
-1.222
VaR 95%
-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
10.31%
Ann. 5.46% (Sharpe / Sortino numerator)
Volatility
14.97%
Sharpe ratio
0.122
VaR 95%
-1.50%
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
23.80%
Ann. 8.26% (Sharpe / Sortino numerator)
Volatility
13.43%
Sharpe ratio
0.345
VaR 95%
-1.38%
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
42.66%
Ann. 11.67% (Sharpe / Sortino numerator)
Volatility
12.67%
Sharpe ratio
0.634
VaR 95%
-1.24%
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
0.042%
Best day
2.381%
Worst day
-2.113%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $40.67 | $40.77 | $40.53 | $40.62 | 59,100 |
| 17/07/2026 | $40.99 | $41.00 | $40.62 | $40.70 | 52,300 |
| 16/07/2026 | $40.73 | $41.07 | $40.73 | $41.06 | 46,800 |
| 15/07/2026 | $40.43 | $40.74 | $40.43 | $40.61 | 35,700 |
| 14/07/2026 | $40.23 | $40.48 | $40.12 | $40.20 | 731,200 |
| 13/07/2026 | $40.71 | $40.76 | $40.51 | $40.56 | 32,100 |
| 10/07/2026 | $40.53 | $40.59 | $40.44 | $40.57 | 29,400 |
| 09/07/2026 | $39.80 | $40.27 | $39.80 | $40.27 | 29,000 |
| 08/07/2026 | $40.08 | $40.16 | $39.95 | $40.04 | 39,300 |
| 07/07/2026 | $40.65 | $40.65 | $40.48 | $40.49 | 24,800 |