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SEI Asset Allc Diversified US Stock D (SADDX)
On
Dec 4
:
10.74
0.09
(0.85%)
MORE ON SADDX
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Risk
As of 31-Oct-09
Get
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
Statistic
SADDX
Category
Alpha (against Standard Index)
-4.12
0.38
Beta (against Standard Index)
1.08
1.00
Mean Annual Return
-11.67
-0.41
R-squared (against Standard Index)
97
95.50
Standard Deviation
21.36
20.09
Sharpe Ratio
-0.58
N/A
Treynor Ratio
-13.11
N/A
5 Years
Statistic
SADDX
Category
Alpha (against Standard Index)
-2.88
0.26
Beta (against Standard Index)
1.09
1.01
Mean Annual Return
-2.93
0.16
R-squared (against Standard Index)
96
94.84
Standard Deviation
17.62
16.47
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-5.48
N/A
10 Years
Statistic
SADDX
Category
Alpha (against Standard Index)
-1.82
0.84
Beta (against Standard Index)
1.06
0.97
Mean Annual Return
-3.14
0.11
R-squared (against Standard Index)
96
91.16
Standard Deviation
17.48
16.35
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-5.75
N/A
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