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SEI International Trust Equity I (SEEIX)
On
Dec 1
:
8.15
0.23
(2.90%)
MORE ON SEEIX
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Research Reports
Risk
As of 31-Oct-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)
:
25.71%
Worst 1 Yr Total Return
(2008)
:
-50.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEEIX
Category
Alpha (against Standard Index)
-7.19
-0.52
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-12.70
-0.25
R-squared (against Standard Index)
98
96.20
Standard Deviation
26.12
24.79
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-14.04
N/A
5 Years
Statistic
SEEIX
Category
Alpha (against Standard Index)
-5.01
-0.43
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-0.13
0.55
R-squared (against Standard Index)
98
95.85
Standard Deviation
21.72
20.52
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.92
N/A
10 Years
Statistic
SEEIX
Category
Alpha (against Standard Index)
-3.31
-0.03
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-1.50
0.31
R-squared (against Standard Index)
97
92.22
Standard Deviation
19.34
19.09
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.23
N/A
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