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SEI Asset Allc Diversified Glbl Mod Gr D (SDMDX)

On Feb 9: 8.75   0.06 (0.69%)

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Risk  As of 31-Jan-10 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 (2009): 23.48% Worst 1 Yr Total Return (2008): -33.21% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SDMDX Category Alpha (against Standard Index) -6.13 -3.13 Beta (against Standard Index) 1.17 1.07 Mean Annual Return -6.05 -0.16 R-squared (against Standard Index) 96 93.19 Standard Deviation 15.90 14.84 Sharpe Ratio -0.43 N/A Treynor Ratio -6.86 N/A 5 Years Statistic SDMDX Category Alpha (against Standard Index) -4.62 -2.55 Beta (against Standard Index) 1.17 1.06 Mean Annual Return -0.05 0.22 R-squared (against Standard Index) 96 92.18 Standard Deviation 12.81 11.90 Sharpe Ratio -0.16 N/A Treynor Ratio -2.54 N/A 10 Years Statistic SDMDX Category Alpha (against Standard Index) -4.42 -2.27 Beta (against Standard Index) 1.16 1.05 Mean Annual Return 0.45 0.25 R-squared (against Standard Index) 96 87.41 Standard Deviation 11.63 11.23 Sharpe Ratio -0.14 N/A Treynor Ratio -2.06 N/A
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