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SEI Asset Allocation Diversified Cnsrv D (SEADX)
On
Dec 24
:
8.85
0.01
(0.11%)
MORE ON SEADX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
SEADX
Category
Alpha (against Standard Index)
-4.22
-0.95
Beta (against Standard Index)
0.84
0.74
Mean Annual Return
-2.89
0.09
R-squared (against Standard Index)
94
87.00
Standard Deviation
11.42
10.61
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-6.17
N/A
5 Years
Statistic
SEADX
Category
Alpha (against Standard Index)
-3.67
-1.38
Beta (against Standard Index)
0.82
0.71
Mean Annual Return
0.79
0.27
R-squared (against Standard Index)
94
85.46
Standard Deviation
9.18
8.33
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-2.67
N/A
10 Years
Statistic
SEADX
Category
Alpha (against Standard Index)
-2.99
-0.99
Beta (against Standard Index)
0.78
0.72
Mean Annual Return
1.50
0.31
R-squared (against Standard Index)
92
80.09
Standard Deviation
8.12
8.09
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-1.82
N/A
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