Summary
SELV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 10.42% Volatility 12.30% Sharpe 0.35
Official loaded data — not a live quote.

SEI ENHANCED LOW VOLATILITY U.S. LARGE CAP ETF

Symbol: SELV

Exchange: BATS

Sector: Technology

Category: Large Value

Inception date: 16/05/2022

Latest date: 20/07/2026

Current price: $33.46

Expense ratio: 0.15%

Assets under management
$245.0M
-0.27% 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

5.35%

Ann. -35.10% (Sharpe / Sortino numerator)

Volatility

9.24%

Sharpe ratio

-4.193

VaR 95%

-0.96%

CVaR 95%: -1.37%
Max drawdown: -5.76%
Sortino ratio: -5.177
Calmar ratio: -6.10

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

2.46%

Ann. 5.02% (Sharpe / Sortino numerator)

Volatility

9.37%

Sharpe ratio

0.148

VaR 95%

-0.96%

CVaR 95%: -1.39%
Max drawdown: -5.92%
Sortino ratio: 0.191
Calmar ratio: 0.85

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

4.37%

Ann. 7.00% (Sharpe / Sortino numerator)

Volatility

8.86%

Sharpe ratio

0.380

VaR 95%

-0.90%

CVaR 95%: -1.25%
Max drawdown: -5.92%
Sortino ratio: 0.538
Calmar ratio: 1.18

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

10.42%

Ann. 7.97% (Sharpe / Sortino numerator)

Volatility

12.30%

Sharpe ratio

0.353

VaR 95%

-0.99%

CVaR 95%: -1.70%
Max drawdown: -7.50%
Sortino ratio: 0.450
Calmar ratio: 1.06

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

23.21%

Ann. 10.83% (Sharpe / Sortino numerator)

Volatility

10.87%

Sharpe ratio

0.662

VaR 95%

-0.98%

CVaR 95%: -1.51%
Max drawdown: -8.94%
Sortino ratio: 0.864
Calmar ratio: 1.21

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

36.53%

Ann. 11.03% (Sharpe / Sortino numerator)

Volatility

10.09%

Sharpe ratio

0.734

VaR 95%

-0.92%

CVaR 95%: -1.35%
Max drawdown: -8.94%
Sortino ratio: 1.008
Calmar ratio: 1.23

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

0.041%

Best day

2.002%

16/07/2026
Worst day

-1.761%

17/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.55 $33.55 $33.41 $33.46 7,500
17/07/2026 $33.96 $33.99 $33.53 $33.59 9,000
16/07/2026 $33.25 $33.62 $33.25 $33.62 14,300
15/07/2026 $33.03 $33.08 $32.92 $32.96 17,600
14/07/2026 $33.12 $33.12 $32.96 $32.96 37,700
13/07/2026 $33.50 $33.50 $33.44 $33.50 6,600
10/07/2026 $33.28 $33.28 $33.12 $33.23 10,100
09/07/2026 $33.03 $33.16 $33.03 $33.15 7,200
08/07/2026 $33.27 $33.36 $33.22 $33.22 11,700
07/07/2026 $33.67 $33.68 $33.44 $33.44 9,400