SEI ENHANCED U.S. LARGE CAP MOMENTUM FACTOR ETF
Symbol: SEIM
Exchange: BATS
Sector: Technology
Category: Large Growth
Inception Date: 16/05/2022
Latest Date: 17/04/2026
Current Price: $50.85
Expense Ratio: 0.15%
Assets Under Management
$1.2B
0.83% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
9.35%
Volatility
25.42%
Sharpe Ratio
-1.487
VaR 95%
-2.19%
CVaR 95%:
-2.73%
Max Drawdown:
-8.34%
Sortino Ratio:
-2.833
Calmar Ratio:
-4.10
Return
8.05%
Volatility
21.28%
Sharpe Ratio
-0.195
VaR 95%
-1.92%
CVaR 95%:
-2.64%
Max Drawdown:
-10.07%
Sortino Ratio:
-0.313
Calmar Ratio:
-0.05
Return
12.36%
Volatility
19.07%
Sharpe Ratio
0.135
VaR 95%
-2.00%
CVaR 95%:
-2.64%
Max Drawdown:
-10.07%
Sortino Ratio:
0.197
Calmar Ratio:
0.62
Return
50.48%
Volatility
21.55%
Sharpe Ratio
1.098
VaR 95%
-1.88%
CVaR 95%:
-3.19%
Max Drawdown:
-10.07%
Sortino Ratio:
1.381
Calmar Ratio:
2.71
Return
69.40%
Volatility
19.99%
Sharpe Ratio
0.921
VaR 95%
-1.92%
CVaR 95%:
-3.00%
Max Drawdown:
-22.17%
Sortino Ratio:
1.193
Calmar Ratio:
0.99
Return
101.44%
Volatility
17.85%
Sharpe Ratio
1.094
VaR 95%
-1.69%
CVaR 95%:
-2.63%
Max Drawdown:
-22.17%
Sortino Ratio:
1.455
Calmar Ratio:
1.04
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.172%
Best Day
4.641%
10/04/2026
Worst Day
-3.203%
26/03/2026
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $50.43 | $50.93 | $50.41 | $50.85 | 85,500 |
| 16/04/2026 | $49.89 | $49.99 | $49.67 | $49.91 | 66,800 |
| 15/04/2026 | $49.80 | $49.89 | $49.48 | $49.85 | 83,800 |
| 14/04/2026 | $49.58 | $49.87 | $49.36 | $49.85 | 65,800 |
| 13/04/2026 | $48.49 | $49.18 | $48.49 | $49.18 | 69,800 |
| 10/04/2026 | $48.77 | $48.90 | $48.63 | $48.70 | 92,900 |
| 02/04/2026 | $45.54 | $46.90 | $45.41 | $46.54 | 76,000 |
| 01/04/2026 | $45.97 | $46.76 | $45.97 | $46.42 | 61,500 |
| 31/03/2026 | $44.49 | $45.55 | $44.39 | $45.55 | 82,900 |
| 30/03/2026 | $45.00 | $45.00 | $43.68 | $43.91 | 107,400 |