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SEI Asset Allc Diversified Cnsrv Inc D (SDCDX)
On
Dec 3
:
9.94
0.03
(0.30%)
MORE ON SDCDX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.71%
Worst 1 Yr Total Return
(2008)
:
-16.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SDCDX
Category
Alpha (against Standard Index)
-2.75
-0.86
Beta (against Standard Index)
0.56
0.74
Mean Annual Return
-1.24
0.06
R-squared (against Standard Index)
91
86.33
Standard Deviation
7.76
10.51
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-6.49
N/A
5 Years
Statistic
SDCDX
Category
Alpha (against Standard Index)
-2.91
-1.44
Beta (against Standard Index)
0.55
0.71
Mean Annual Return
1.06
0.26
R-squared (against Standard Index)
89
84.96
Standard Deviation
6.24
8.32
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-3.58
N/A
10 Years
Statistic
SDCDX
Category
Alpha (against Standard Index)
-1.81
-1.02
Beta (against Standard Index)
0.51
0.71
Mean Annual Return
2.13
0.29
R-squared (against Standard Index)
86
78.75
Standard Deviation
5.48
8.01
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-1.64
N/A
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