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SEI Asset Allc Diversified Global Stk I (SBKIX)

On Nov 30: 9.51   0.03 (0.32%)

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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): 16.36% Worst 1 Yr Total Return (2008): -44.88% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SBKIX Category Alpha (against Standard Index) -2.70 0.38 Beta (against Standard Index) 1.11 1.00 Mean Annual Return -10.84 -0.41 R-squared (against Standard Index) 96 95.50 Standard Deviation 22.24 20.09 Sharpe Ratio -0.51 N/A Treynor Ratio -11.91 N/A 5 Years Statistic SBKIX Category Alpha (against Standard Index) -0.97 0.26 Beta (against Standard Index) 1.12 1.01 Mean Annual Return -1.23 0.16 R-squared (against Standard Index) 95 94.84 Standard Deviation 18.32 16.47 Sharpe Ratio -0.14 N/A Treynor Ratio -3.79 N/A 10 Years Statistic SBKIX Category Alpha (against Standard Index) -0.66 0.84 Beta (against Standard Index) 1.06 0.97 Mean Annual Return -2.04 0.11 R-squared (against Standard Index) 94 91.16 Standard Deviation 17.64 16.35 Sharpe Ratio -0.19 N/A Treynor Ratio -4.71 N/A
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