Summary
SEIS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 26.03% Volatility 23.11% Sharpe 0.55
Official loaded data — not a live quote.

SEI SELECT SMALL CAP ETF

Symbol: SEIS

Exchange: NASDAQ

Sector: Technology

Category: Small Blend

Inception date: 08/10/2024

Latest date: 20/07/2026

Current price: $32.28

Expense ratio: 0.55%

Assets under management
$581.8M
-1.01% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-2.23%

Ann. -45.59% (Sharpe / Sortino numerator)

Volatility

25.65%

Sharpe ratio

-1.919

VaR 95%

-2.24%

CVaR 95%: -2.46%
Max drawdown: -8.61%
Sortino ratio: -3.810
Calmar ratio: -5.30

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

4.66%

Ann. -3.43% (Sharpe / Sortino numerator)

Volatility

21.47%

Sharpe ratio

-0.329

VaR 95%

-2.11%

CVaR 95%: -2.30%
Max drawdown: -11.18%
Sortino ratio: -0.536
Calmar ratio: -0.31

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

10.23%

Ann. 0.12% (Sharpe / Sortino numerator)

Volatility

20.53%

Sharpe ratio

-0.171

VaR 95%

-2.09%

CVaR 95%: -2.44%
Max drawdown: -11.18%
Sortino ratio: -0.269
Calmar ratio: 0.01

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

26.03%

Ann. 16.32% (Sharpe / Sortino numerator)

Volatility

23.11%

Sharpe ratio

0.549

VaR 95%

-2.08%

CVaR 95%: -3.15%
Max drawdown: -11.18%
Sortino ratio: 0.753
Calmar ratio: 1.46

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

28.48%

Ann. 14.32% (Sharpe / Sortino numerator)

Volatility

22.44%

Sharpe ratio

0.480

VaR 95%

-2.04%

CVaR 95%: -2.95%
Max drawdown: -26.08%
Sortino ratio: 0.708
Calmar ratio: 0.55

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

0.1%

Best day

3.577%

06/02/2026
Worst day

-3.349%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.61 $32.65 $32.28 $32.28 32,500
17/07/2026 $32.25 $32.61 $32.25 $32.42 31,000
16/07/2026 $32.60 $32.91 $32.46 $32.58 41,200
15/07/2026 $32.48 $32.63 $32.30 $32.55 36,600
14/07/2026 $32.55 $32.70 $32.31 $32.39 44,800
13/07/2026 $32.50 $32.62 $32.23 $32.30 38,900
10/07/2026 $32.72 $32.75 $32.51 $32.62 35,000
09/07/2026 $32.70 $32.93 $32.62 $32.77 43,000
08/07/2026 $32.43 $32.43 $31.85 $32.22 49,200
07/07/2026 $32.82 $32.93 $32.44 $32.55 27,100