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SEI Asset Allc Diversified Global Stk D (SDGDX)

On Dec 28: 9.07   0.01 (0.11%)

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Risk  As of 30-Nov-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): 15.49% Worst 1 Yr Total Return (2008): -45.36% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SDGDX Category Alpha (against Standard Index) -4.17 0.06 Beta (against Standard Index) 1.10 1.00 Mean Annual Return -10.75 -0.33 R-squared (against Standard Index) 96 95.82 Standard Deviation 22.37 20.42 Sharpe Ratio -0.49 N/A Treynor Ratio -11.82 N/A 5 Years Statistic SDGDX Category Alpha (against Standard Index) -2.27 0.04 Beta (against Standard Index) 1.11 1.01 Mean Annual Return -2.05 0.17 R-squared (against Standard Index) 95 95.19 Standard Deviation 18.27 16.64 Sharpe Ratio -0.18 N/A Treynor Ratio -4.54 N/A 10 Years Statistic SDGDX Category Alpha (against Standard Index) -1.53 0.81 Beta (against Standard Index) 1.06 0.96 Mean Annual Return -2.45 0.14 R-squared (against Standard Index) 94 91.13 Standard Deviation 17.64 16.39 Sharpe Ratio -0.21 N/A Treynor Ratio -5.10 N/A
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