Summary
SELV
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 15.43% Volatility 12.30% Sharpe 0.35
Official loaded data — not a live quote.

SEI QIM U.S. LARGE CAP LOW VOLATILITY ACTIVE ETF

Symbol: SELV

Exchange: BATS

Sector: Technology

Category: Large Value

Inception date: 16/05/2022

Latest date: 15/10/2026

Current price: $35.66

Expense ratio: 0.15%

Assets under management
$250.9M
-0.37% 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

2.28%

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

8.64%

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

10.90%

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

15.43%

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

23.86%

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

51.21%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.059%

Best day

2.002%

16/07/2026
Worst day

-1.761%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $35.79 $35.84 $35.62 $35.66 16,600
14/10/2026 $35.08 $35.25 $35.07 $35.25 9,700
13/10/2026 $35.02 $35.04 $34.95 $34.96 6,000
12/10/2026 $34.82 $34.90 $34.82 $34.88 3,300
09/10/2026 $34.64 $34.76 $34.63 $34.72 13,500
08/10/2026 $34.41 $34.74 $34.34 $34.70 8,600
07/10/2026 $34.45 $34.53 $34.35 $34.35 17,800
06/10/2026 $34.29 $34.42 $34.24 $34.42 4,900
05/10/2026 $33.97 $34.22 $33.97 $34.15 3,900
02/10/2026 $33.97 $34.02 $33.94 $34.00 3,600