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SEI Asset Allc Diversified Cnsrv A (SACNX)

On Jan 6: 8.88   0.00 (0.00%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 9.08% Worst 1 Yr Total Return (2008): -23.51% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SACNX Category Alpha (against Standard Index) -3.21 -0.95 Beta (against Standard Index) 0.84 0.74 Mean Annual Return -1.91 0.09 R-squared (against Standard Index) 94 87.00 Standard Deviation 11.48 10.61 Sharpe Ratio -0.31 N/A Treynor Ratio -4.98 N/A 5 Years Statistic SACNX Category Alpha (against Standard Index) -2.67 -1.38 Beta (against Standard Index) 0.83 0.71 Mean Annual Return 1.81 0.27 R-squared (against Standard Index) 94 85.46 Standard Deviation 9.23 8.33 Sharpe Ratio -0.08 N/A Treynor Ratio -1.42 N/A 10 Years Statistic SACNX Category Alpha (against Standard Index) -1.99 -0.99 Beta (against Standard Index) 0.79 0.72 Mean Annual Return 2.52 0.31 R-squared (against Standard Index) 92 80.09 Standard Deviation 8.15 8.09 Sharpe Ratio -0.01 N/A Treynor Ratio -0.51 N/A
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