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SEI Asset Allc Diversified Global Gr D (SAGDX)

On Dec 7: 9.46   0.01 (0.11%)

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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): 13.42% Worst 1 Yr Total Return (2008): -39.70% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SAGDX Category Alpha (against Standard Index) -8.11 -0.32 Beta (against Standard Index) 1.43 1.12 Mean Annual Return -8.70 0.08 R-squared (against Standard Index) 96 86.73 Standard Deviation 19.17 15.87 Sharpe Ratio -0.50 N/A Treynor Ratio -7.79 N/A 5 Years Statistic SAGDX Category Alpha (against Standard Index) -5.65 0.84 Beta (against Standard Index) 1.43 1.15 Mean Annual Return -0.84 0.53 R-squared (against Standard Index) 96 86.42 Standard Deviation 15.69 13.37 Sharpe Ratio -0.16 N/A Treynor Ratio -2.71 N/A 10 Years Statistic SAGDX Category Alpha (against Standard Index) -6.02 1.26 Beta (against Standard Index) 1.45 1.08 Mean Annual Return -0.96 0.55 R-squared (against Standard Index) 95 78.57 Standard Deviation 14.74 12.17 Sharpe Ratio -0.19 N/A Treynor Ratio -2.71 N/A
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