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Global Managed Volatility Fund

Mutual funds

Managed volatility

Strike a balance between risk and return.

The SEI Global Managed Volatility Fund is an equity strategy designed for market volatility.

Investors can overpay for higher volatility stocks in anticipation of higher returns. The reality is that the reward isn’t always there. SEI’s Global Managed Volatility Fund seeks to exploit this anomaly by avoiding high-volatility stocks and selecting only low-volatility stocks in an effort to deliver attractive risk-adjusted returns relative to the benchmark.

Why invest in managed volatility funds?

We are a pioneer in the managed volatility space—we launched our Canadian Global Managed Volatility Fund over 10 years ago and have nearly 20 years’ experience in the asset class, globally. We believe that you may not have to sacrifice returns to reduce portfolio volatility, and can offer this fund on a standalone basis, or as part of a diversified portfolio.

Lower volatility doesn’t have to mean lower returns.

Read the SEI Global Managed Volatility Fund brochure.

How does managed volatility work?

Traditionally, fixed income is used for risk mitigation alone. Managed volatility strategies seek to accomplish this through:

  • Creating equity diversification, deployable in both short- and long-term goals.
  • Avoiding high-volatility stocks in favour of low-volatility stocks with the goal of delivering attractive investment performance while helping to manage downside risk.
  • Putting our focus directly on risk —our Global Managed Volatility Fund has a volatility-reduction target compared to its benchmark.
  • A modest increase in risk can lead to an outsized gain in return, allowing the managed volatility portfolio to produce a higher Sharpe Ratio over time.
seek to optimize for a combination of risk and returnManaged volatility portfoliosseek to optimize only for risk without regard to return.Minimum variance portfolios Efficient frontierRisk ReturnFor illustration purposes only.

Does not represent actual performance of a strategy or fund.

Learn more about this growing investment strategy.

Important Information

SEI Investments Canada Company, a wholly owned subsidiary of SEI Investments Company, is the Manager of the SEI Funds in Canada.

The information contained herein is for general and educational information purposes only and is not intended to constitute legal, tax, accounting, securities, research or investment advice regarding the Funds or any security in particular, nor an opinion regarding the appropriateness of any investment. This information should not be construed as a recommendation to purchase or sell a security, derivative or futures contract. You should not act or rely on the information contained herein without obtaining specific legal, tax, accounting and investment advice from an investment professional.

This material represents an assessment of the market environment at a specific point in time and is not intended to be a forecast of future events, or a guarantee of future results. There is no assurance as of the date of this material that the securities mentioned remain in or out of the SEI Funds.

This material may contain “forward-looking information” (“FLI”) as such term is defined under applicable Canadian securities laws. FLI is disclosure regarding possible events, conditions or results of operations that is based on assumptions about future economic conditions and courses of action. FLI is subject to a variety of risks, uncertainties and other factors that could cause actual results to differ materially from expectations as expressed or implied in this material. FLI reflects current expectations with respect to current events and is not a guarantee of future performance. Any FLI that may be included or incorporated by reference in this material is presented solely for the purpose of conveying current anticipated expectations and may not be appropriate for any other purposes.

Commissions, trailing commissions, management fees and expenses all may be associated with mutual fund investments. Please read the prospectus before investing. Mutual funds are not guaranteed, their values change frequently and past performance may not be repeated.