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SEI Asset Allocation Diversified Cnsrv I (SCRIX)

On Jan 6: 8.87   0.00 (0.00%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 8.74% Worst 1 Yr Total Return (2008): -23.82% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SCRIX Category Alpha (against Standard Index) -3.48 -0.95 Beta (against Standard Index) 0.84 0.74 Mean Annual Return -2.16 0.09 R-squared (against Standard Index) 94 87.00 Standard Deviation 11.41 10.61 Sharpe Ratio -0.33 N/A Treynor Ratio -5.31 N/A 5 Years Statistic SCRIX Category Alpha (against Standard Index) -2.91 -1.38 Beta (against Standard Index) 0.82 0.71 Mean Annual Return 1.56 0.27 R-squared (against Standard Index) 94 85.46 Standard Deviation 9.17 8.33 Sharpe Ratio -0.11 N/A Treynor Ratio -1.74 N/A 10 Years Statistic SCRIX Category Alpha (against Standard Index) -2.23 -0.99 Beta (against Standard Index) 0.78 0.72 Mean Annual Return 2.26 0.31 R-squared (against Standard Index) 92 80.09 Standard Deviation 8.10 8.09 Sharpe Ratio -0.04 N/A Treynor Ratio -0.85 N/A
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