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SEI Asset Allc Diversified Glbl Mod Gr D (SDMDX)

On Dec 24: 9.06   0.03 (0.33%)

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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): 11.26% Worst 1 Yr Total Return (2008): -33.21% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SDMDX Category Alpha (against Standard Index) -6.01 -2.96 Beta (against Standard Index) 1.17 1.07 Mean Annual Return -5.34 -0.09 R-squared (against Standard Index) 96 93.10 Standard Deviation 15.88 14.78 Sharpe Ratio -0.41 N/A Treynor Ratio -6.49 N/A 5 Years Statistic SDMDX Category Alpha (against Standard Index) -4.60 -2.53 Beta (against Standard Index) 1.16 1.06 Mean Annual Return 0.24 0.24 R-squared (against Standard Index) 96 92.17 Standard Deviation 12.83 11.94 Sharpe Ratio -0.15 N/A Treynor Ratio -2.36 N/A 10 Years Statistic SDMDX Category Alpha (against Standard Index) -4.37 -2.27 Beta (against Standard Index) 1.16 1.06 Mean Annual Return 0.65 0.27 R-squared (against Standard Index) 96 86.88 Standard Deviation 11.78 11.38 Sharpe Ratio -0.13 N/A Treynor Ratio -1.96 N/A
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