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Monday, December 28, 2009, 8:37PM ET - U.S. Markets Closed. Dow Up 0.26% Nasdaq Up 0.24%
SEI Asset Allc Diversified Cnsrv Inc A (SACIX)On Dec 28: 10.07  Down 0.01 (0.10%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):6.84%
Worst 1 Yr Total Return (2008):-15.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSACIXCategory
Alpha (against Standard Index)-1.69-0.95
Beta (against Standard Index)0.560.74
Mean Annual Return0.050.09
R-squared (against Standard Index)9187.00
Standard Deviation7.8110.61
Sharpe Ratio-0.24N/A
Treynor Ratio-3.95N/A
5 Years
StatisticSACIXCategory
Alpha (against Standard Index)-1.78-1.38
Beta (against Standard Index)0.550.71
Mean Annual Return2.290.27
R-squared (against Standard Index)8985.46
Standard Deviation6.288.33
Sharpe Ratio-0.08N/A
Treynor Ratio-1.27N/A
10 Years
StatisticSACIXCategory
Alpha (against Standard Index)-0.75-0.99
Beta (against Standard Index)0.510.72
Mean Annual Return3.290.31
R-squared (against Standard Index)8680.09
Standard Deviation5.498.09
Sharpe Ratio0.09N/A
Treynor Ratio0.70N/A

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