Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Monday, December 28, 2009, 8:37PM ET - U.S. Markets Closed.
Dow
0.26%
Nasdaq
0.24%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
SEI Asset Allc Diversified Cnsrv Inc A (SACIX)
On
Dec 28
:
10.07
0.01
(0.10%)
MORE ON SACIX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
SACIX
Category
Alpha (against Standard Index)
-1.69
-0.95
Beta (against Standard Index)
0.56
0.74
Mean Annual Return
0.05
0.09
R-squared (against Standard Index)
91
87.00
Standard Deviation
7.81
10.61
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-3.95
N/A
5 Years
Statistic
SACIX
Category
Alpha (against Standard Index)
-1.78
-1.38
Beta (against Standard Index)
0.55
0.71
Mean Annual Return
2.29
0.27
R-squared (against Standard Index)
89
85.46
Standard Deviation
6.28
8.33
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-1.27
N/A
10 Years
Statistic
SACIX
Category
Alpha (against Standard Index)
-0.75
-0.99
Beta (against Standard Index)
0.51
0.72
Mean Annual Return
3.29
0.31
R-squared (against Standard Index)
86
80.09
Standard Deviation
5.49
8.09
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.70
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center