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SEI Asset Allc Diversified Moderate Gr A (SAMGX)

On Jan 5: 9.89   0.04 (0.41%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 11.41% Worst 1 Yr Total Return (2008): -31.28% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SAMGX Category Alpha (against Standard Index) -5.37 -0.95 Beta (against Standard Index) 1.11 0.74 Mean Annual Return -4.57 0.09 R-squared (against Standard Index) 96 87.00 Standard Deviation 15.01 10.61 Sharpe Ratio -0.39 N/A Treynor Ratio -6.18 N/A 5 Years Statistic SAMGX Category Alpha (against Standard Index) -3.95 -1.38 Beta (against Standard Index) 1.10 0.71 Mean Annual Return 0.83 0.27 R-squared (against Standard Index) 96 85.46 Standard Deviation 12.13 8.33 Sharpe Ratio -0.11 N/A Treynor Ratio -1.97 N/A 10 Years Statistic SAMGX Category Alpha (against Standard Index) -3.81 -0.99 Beta (against Standard Index) 1.10 0.72 Mean Annual Return 1.15 0.31 R-squared (against Standard Index) 96 80.09 Standard Deviation 11.15 8.09 Sharpe Ratio -0.10 N/A Treynor Ratio -1.62 N/A
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