Summary
SEIV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 34.93% Volatility 18.20% Sharpe 1.44
Official loaded data — not a live quote.

SEI ENHANCED U.S. LARGE CAP VALUE FACTOR ETF

Symbol: SEIV

Exchange: BATS

Sector: Technology

Category: Large Value

Inception date: 16/05/2022

Latest date: 20/07/2026

Current price: $47.91

Expense ratio: 0.15%

Assets under management
$1.5B
-0.56% 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

0.34%

Ann. -24.50% (Sharpe / Sortino numerator)

Volatility

15.11%

Sharpe ratio

-1.862

VaR 95%

-1.26%

CVaR 95%: -1.39%
Max drawdown: -5.01%
Sortino ratio: -4.348
Calmar ratio: -4.89

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

9.10%

Ann. 1.27% (Sharpe / Sortino numerator)

Volatility

13.74%

Sharpe ratio

-0.172

VaR 95%

-1.50%

CVaR 95%: -1.67%
Max drawdown: -6.95%
Sortino ratio: -0.280
Calmar ratio: 0.18

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

17.98%

Ann. 16.86% (Sharpe / Sortino numerator)

Volatility

13.49%

Sharpe ratio

0.980

VaR 95%

-1.53%

CVaR 95%: -1.84%
Max drawdown: -6.95%
Sortino ratio: 1.431
Calmar ratio: 2.43

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

34.93%

Ann. 29.84% (Sharpe / Sortino numerator)

Volatility

18.20%

Sharpe ratio

1.440

VaR 95%

-1.52%

CVaR 95%: -2.60%
Max drawdown: -7.85%
Sortino ratio: 1.735
Calmar ratio: 3.80

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

54.87%

Ann. 18.99% (Sharpe / Sortino numerator)

Volatility

15.95%

Sharpe ratio

0.963

VaR 95%

-1.52%

CVaR 95%: -2.27%
Max drawdown: -17.71%
Sortino ratio: 1.242
Calmar ratio: 1.07

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

89.81%

Ann. 22.58% (Sharpe / Sortino numerator)

Volatility

14.75%

Sharpe ratio

1.284

VaR 95%

-1.33%

CVaR 95%: -2.03%
Max drawdown: -17.71%
Sortino ratio: 1.763
Calmar ratio: 1.27

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

0.123%

Best day

2.44%

31/03/2026
Worst day

-2.555%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $48.18 $48.21 $47.85 $47.91 63,700
17/07/2026 $48.05 $48.47 $48.05 $48.09 48,000
16/07/2026 $48.12 $48.38 $48.12 $48.38 98,300
15/07/2026 $48.28 $48.45 $48.01 $48.13 115,800
14/07/2026 $48.23 $48.38 $48.05 $48.17 1,356,200
13/07/2026 $48.35 $48.52 $48.12 $48.24 74,900
10/07/2026 $48.42 $48.50 $48.32 $48.43 87,600
09/07/2026 $47.86 $48.41 $47.86 $48.29 58,000
08/07/2026 $47.89 $47.89 $47.52 $47.79 77,600
07/07/2026 $48.06 $48.32 $48.00 $48.06 62,300