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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.34%
Ann. -24.50% (Sharpe / Sortino numerator)
Volatility
15.11%
Sharpe ratio
-1.862
VaR 95%
-1.26%
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%
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%
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%
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%
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%
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
0.123%
Best day
2.44%
Worst day
-2.555%
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 |