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SEI Daily Income GNMA A (SEGMX)
On
Nov 30
:
10.31
0.00
(0.00%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
8.45%
Worst 1 Yr Total Return
(2005)
:
2.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEGMX
Category
Alpha (against Standard Index)
1.69
0.17
Beta (against Standard Index)
0.81
0.75
Mean Annual Return
7.38
0.45
R-squared (against Standard Index)
80
63.33
Standard Deviation
3.61
3.92
Sharpe Ratio
1.29
N/A
Treynor Ratio
6.13
N/A
5 Years
Statistic
SEGMX
Category
Alpha (against Standard Index)
1.02
-0.28
Beta (against Standard Index)
0.79
0.77
Mean Annual Return
5.69
0.36
R-squared (against Standard Index)
81
69.10
Standard Deviation
3.10
3.41
Sharpe Ratio
0.81
N/A
Treynor Ratio
3.39
N/A
10 Years
Statistic
SEGMX
Category
Alpha (against Standard Index)
0.67
-0.49
Beta (against Standard Index)
0.70
0.85
Mean Annual Return
6.01
0.44
R-squared (against Standard Index)
81
77.74
Standard Deviation
2.92
3.68
Sharpe Ratio
1.01
N/A
Treynor Ratio
4.35
N/A
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