Sei Insti Competition
| SCXIX Fund | USD 9.56 0.03 0.31% |
Correlation: Sei Insti vs Franklin High Summary
Very poor diversification
Across the chosen horizon, Sei Insti and Franklin High show a correlation of 0.88 and fall into the Very poor diversification bucket. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Moving together with Sei Mutual Fund
The mean reversion principle applied to Sei Insti's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of Sei Insti's price dislocation is essential before acting on a mean reversion signal. The mean reversion tendency in Sei Insti's price is a well-documented phenomenon in academic research. In many cases, Sei Insti's price extremes present statistical patterns that have recurred historically.
Sei Insti Competition Correlation Matrix
Correlation analysis between Sei Insti Mgd and its competitors provides context for understanding whether diversification is real or only superficial inside the same peer group. Used correctly, correlation analysis helps separate broad industry exposure from company-specific behavior before additional capital is allocated across the peer group.
| 0.69 | 0.99 | 0.58 | 0.74 | 0.94 | NHMAX | ||
| 0.69 | 0.71 | 0.92 | 0.92 | 0.8 | PHYZX | ||
| 0.99 | 0.71 | 0.6 | 0.77 | 0.94 | IORYX | ||
| 0.58 | 0.92 | 0.6 | 0.89 | 0.72 | BUFHX | ||
| 0.74 | 0.92 | 0.77 | 0.89 | 0.8 | PHCHX | ||
| 0.94 | 0.8 | 0.94 | 0.72 | 0.8 | FHYRX | ||
Risk-Adjusted Indicators
Strong recent returns in Sei Mutual Fund do not always mean Sei Insti Mutual Fund is outperforming peers on business quality. Without risk-adjusted context, investors may overweight short-term returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| NHMAX | 0.17 | -0.01 | 0.00 | -1.29 | 0.00 | 0.43 | 1.31 | |||
| PHYZX | 0.12 | 0.00 | 0.23 | -0.08 | 0.13 | 0.41 | 1.05 | |||
| IORYX | 0.13 | -0.01 | 0.15 | 0.67 | 0.20 | 0.31 | 1.20 | |||
| BUFHX | 0.11 | 0.00 | 0.33 | -0.02 | 0.10 | 0.19 | 0.77 | |||
| PHCHX | 0.12 | -0.01 | 0.21 | 0.85 | 0.14 | 0.26 | 0.80 | |||
| FHYRX | 0.12 | 0.00 | 0.17 | -0.06 | 0.19 | 0.23 | 1.35 |
Sei Insti Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Sei Insti Competition Peer Performance Charts
How to Analyze Sei Insti Against Peers
Sei Insti's peer analysis compares Sei Insti with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether Sei Insti trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where Sei Insti leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Insider ownership at Sei Insti is higher than at most peers, which can align management incentives with shareholder interests. Peer rankings that stay stable over multiple quarters tend to reflect structural edges rather than short-term luck. Relative analysis can highlight whether current pricing already reflects peer-group strengths or weaknesses.
Inputs for Sei Insti Mgd come from fund disclosures and market reference feeds and are mapped into a consistent reporting framework. Some fields can appear with publication lag.