Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 1, 2009, 6:01PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
SEI Asset Allc Diversified US Stock A (SAUSX)On Dec 1: 11.54  Up 0.14 (1.23%)  
MORE ON SAUSX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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):13.60%
Worst 1 Yr Total Return (2008):-43.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSAUSXCategory
Alpha (against Standard Index)-3.110.38
Beta (against Standard Index)1.081.00
Mean Annual Return-10.79-0.41
R-squared (against Standard Index)9795.50
Standard Deviation21.4120.09
Sharpe Ratio-0.53N/A
Treynor Ratio-12.26N/A
5 Years
StatisticSAUSXCategory
Alpha (against Standard Index)-1.900.26
Beta (against Standard Index)1.091.01
Mean Annual Return-1.970.16
R-squared (against Standard Index)9694.84
Standard Deviation17.6416.47
Sharpe Ratio-0.19N/A
Treynor Ratio-4.59N/A
10 Years
StatisticSAUSXCategory
Alpha (against Standard Index)-0.800.84
Beta (against Standard Index)1.070.97
Mean Annual Return-2.150.11
R-squared (against Standard Index)9691.16
Standard Deviation17.5216.35
Sharpe Ratio-0.20N/A
Treynor Ratio-4.81N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center