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Monday, December 28, 2009, 9:43AM ET - U.S. Markets close in 6 hours and 17 minutes. Dow Up 0.24% Nasdaq Up 0.39%
SEI Asset Allc Diversified Glbl Mod Gr D (SDMDX)On Dec 24: 9.06  Up 0.03 (0.33%)  
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Risk  As of 30-Nov-09Get 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):11.26%
Worst 1 Yr Total Return (2008):-33.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSDMDXCategory
Alpha (against Standard Index)-6.01-2.96
Beta (against Standard Index)1.171.07
Mean Annual Return-5.34-0.09
R-squared (against Standard Index)9693.10
Standard Deviation15.8814.78
Sharpe Ratio-0.41N/A
Treynor Ratio-6.49N/A
5 Years
StatisticSDMDXCategory
Alpha (against Standard Index)-4.60-2.53
Beta (against Standard Index)1.161.06
Mean Annual Return0.240.24
R-squared (against Standard Index)9692.17
Standard Deviation12.8311.94
Sharpe Ratio-0.15N/A
Treynor Ratio-2.36N/A
10 Years
StatisticSDMDXCategory
Alpha (against Standard Index)-4.37-2.27
Beta (against Standard Index)1.161.06
Mean Annual Return0.650.27
R-squared (against Standard Index)9686.88
Standard Deviation11.7811.38
Sharpe Ratio-0.13N/A
Treynor Ratio-1.96N/A

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