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SEI Asset Allc Diversified Global Stk A (SAGSX)

On Dec 8: 9.47   0.12 (1.25%)

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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): 16.60% Worst 1 Yr Total Return (2008): -44.75% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SAGSX Category Alpha (against Standard Index) -2.45 0.38 Beta (against Standard Index) 1.11 1.00 Mean Annual Return -10.62 -0.41 R-squared (against Standard Index) 96 95.50 Standard Deviation 22.23 20.09 Sharpe Ratio -0.50 N/A Treynor Ratio -11.71 N/A 5 Years Statistic SAGSX Category Alpha (against Standard Index) -0.73 0.26 Beta (against Standard Index) 1.12 1.01 Mean Annual Return -0.99 0.16 R-squared (against Standard Index) 95 94.84 Standard Deviation 18.30 16.47 Sharpe Ratio -0.12 N/A Treynor Ratio -3.58 N/A 10 Years Statistic SAGSX Category Alpha (against Standard Index) -0.21 0.84 Beta (against Standard Index) 1.06 0.97 Mean Annual Return -1.58 0.11 R-squared (against Standard Index) 94 91.16 Standard Deviation 17.62 16.35 Sharpe Ratio -0.17 N/A Treynor Ratio -4.29 N/A
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