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SEI Tax-Exempt CA Municipal Bond A (SBDAX)
On
Dec 8
:
10.36
0.01
(0.10%)
MORE ON SBDAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
3.65%
Worst 1 Yr Total Return
(2008)
:
0.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SBDAX
Category
Alpha (against Standard Index)
-0.17
-1.01
Beta (against Standard Index)
0.80
0.78
Mean Annual Return
3.66
0.24
R-squared (against Standard Index)
88
82.58
Standard Deviation
5.15
5.19
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.56
N/A
5 Years
Statistic
SBDAX
Category
Alpha (against Standard Index)
-0.79
-1.07
Beta (against Standard Index)
0.83
0.82
Mean Annual Return
3.15
0.24
R-squared (against Standard Index)
88
83.89
Standard Deviation
4.32
4.43
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.15
N/A
10 Years
Statistic
SBDAX
Category
Alpha (against Standard Index)
-0.84
-0.89
Beta (against Standard Index)
0.90
0.80
Mean Annual Return
4.52
0.35
R-squared (against Standard Index)
90
85.79
Standard Deviation
4.45
4.01
Sharpe Ratio
0.36
N/A
Treynor Ratio
1.72
N/A
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