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Friday, December 25, 2009, 9:19PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
SEI Asset Allocation Diversified Cnsrv D (SEADX)On Dec 24: 8.85  Up 0.01 (0.11%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):8.02%
Worst 1 Yr Total Return (2008):-24.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSEADXCategory
Alpha (against Standard Index)-4.22-0.95
Beta (against Standard Index)0.840.74
Mean Annual Return-2.890.09
R-squared (against Standard Index)9487.00
Standard Deviation11.4210.61
Sharpe Ratio-0.40N/A
Treynor Ratio-6.17N/A
5 Years
StatisticSEADXCategory
Alpha (against Standard Index)-3.67-1.38
Beta (against Standard Index)0.820.71
Mean Annual Return0.790.27
R-squared (against Standard Index)9485.46
Standard Deviation9.188.33
Sharpe Ratio-0.19N/A
Treynor Ratio-2.67N/A
10 Years
StatisticSEADXCategory
Alpha (against Standard Index)-2.99-0.99
Beta (against Standard Index)0.780.72
Mean Annual Return1.500.31
R-squared (against Standard Index)9280.09
Standard Deviation8.128.09
Sharpe Ratio-0.13N/A
Treynor Ratio-1.82N/A

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