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SEI Asset Allc Diversified Glbl Mod Gr A (SAGMX)

On Dec 24: 9.18   0.03 (0.33%)

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Risk  As of 30-Nov-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): 12.31% Worst 1 Yr Total Return (2008): -32.61% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SAGMX Category Alpha (against Standard Index) -4.99 -2.96 Beta (against Standard Index) 1.17 1.07 Mean Annual Return -4.36 -0.09 R-squared (against Standard Index) 96 93.10 Standard Deviation 15.90 14.78 Sharpe Ratio -0.34 N/A Treynor Ratio -5.65 N/A 5 Years Statistic SAGMX Category Alpha (against Standard Index) -3.56 -2.53 Beta (against Standard Index) 1.16 1.06 Mean Annual Return 1.28 0.24 R-squared (against Standard Index) 96 92.17 Standard Deviation 12.85 11.94 Sharpe Ratio -0.07 N/A Treynor Ratio -1.46 N/A 10 Years Statistic SAGMX Category Alpha (against Standard Index) -3.36 -2.27 Beta (against Standard Index) 1.16 1.06 Mean Annual Return 1.68 0.27 R-squared (against Standard Index) 96 86.88 Standard Deviation 11.79 11.38 Sharpe Ratio -0.04 N/A Treynor Ratio -1.08 N/A
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