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Saturday, December 5, 2009, 12:09PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
SEI Asset Allc Diversified US Stock D (SADDX)On Dec 4: 10.74  Up 0.09 (0.85%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):12.49%
Worst 1 Yr Total Return (2008):-43.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSADDXCategory
Alpha (against Standard Index)-4.120.38
Beta (against Standard Index)1.081.00
Mean Annual Return-11.67-0.41
R-squared (against Standard Index)9795.50
Standard Deviation21.3620.09
Sharpe Ratio-0.58N/A
Treynor Ratio-13.11N/A
5 Years
StatisticSADDXCategory
Alpha (against Standard Index)-2.880.26
Beta (against Standard Index)1.091.01
Mean Annual Return-2.930.16
R-squared (against Standard Index)9694.84
Standard Deviation17.6216.47
Sharpe Ratio-0.25N/A
Treynor Ratio-5.48N/A
10 Years
StatisticSADDXCategory
Alpha (against Standard Index)-1.820.84
Beta (against Standard Index)1.060.97
Mean Annual Return-3.140.11
R-squared (against Standard Index)9691.16
Standard Deviation17.4816.35
Sharpe Ratio-0.26N/A
Treynor Ratio-5.75N/A

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