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    SEI Aggressive Strategy A (SAAT) (SSGAX)

    13.21 0.00(0.00%) Aug 30

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up9
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):32.63%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.19%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.64-0.05
    Beta (against Standard Index)1.311.03
    Mean Annual Return0.470.47
    R-squared (against Standard Index)97.6591.10
    Standard Deviation9.227.56
    Sharpe Ratio0.600.76
    Treynor Ratio4.005.41
    5 Years
    Alpha (against Standard Index)-1.740.17
    Beta (against Standard Index)1.381.04
    Mean Annual Return0.610.59
    R-squared (against Standard Index)97.1692.91
    Standard Deviation11.098.59
    Sharpe Ratio0.660.83
    Treynor Ratio5.006.68
    10 Years
    Alpha (against Standard Index)-3.76-0.72
    Beta (against Standard Index)1.481.06
    Mean Annual Return0.430.50
    R-squared (against Standard Index)96.3693.62
    Standard Deviation15.0010.90
    Sharpe Ratio0.280.47
    Treynor Ratio2.164.40