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SEI Asset Allc Diversified Glbl Gr A (SAGRX)

On Jan 5: 9.77   0.03 (0.31%)

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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): 14.53% Worst 1 Yr Total Return (2008): -39.18% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SAGRX Category Alpha (against Standard Index) -7.16 -0.66 Beta (against Standard Index) 1.43 1.11 Mean Annual Return -7.09 0.10 R-squared (against Standard Index) 96 86.52 Standard Deviation 19.33 15.80 Sharpe Ratio -0.40 N/A Treynor Ratio -6.57 N/A 5 Years Statistic SAGRX Category Alpha (against Standard Index) -4.86 0.55 Beta (against Standard Index) 1.42 1.12 Mean Annual Return 0.16 0.51 R-squared (against Standard Index) 96 86.03 Standard Deviation 15.70 13.17 Sharpe Ratio -0.10 N/A Treynor Ratio -1.99 N/A 10 Years Statistic SAGRX Category Alpha (against Standard Index) -5.16 1.09 Beta (against Standard Index) 1.45 1.07 Mean Annual Return 0.17 0.55 R-squared (against Standard Index) 95 79.45 Standard Deviation 14.80 12.02 Sharpe Ratio -0.11 N/A Treynor Ratio -1.90 N/A
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