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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-09Get 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
StatisticSEGMXCategory
Alpha (against Standard Index)1.690.17
Beta (against Standard Index)0.810.75
Mean Annual Return7.380.45
R-squared (against Standard Index)8063.33
Standard Deviation3.613.92
Sharpe Ratio1.29N/A
Treynor Ratio6.13N/A
5 Years
StatisticSEGMXCategory
Alpha (against Standard Index)1.02-0.28
Beta (against Standard Index)0.790.77
Mean Annual Return5.690.36
R-squared (against Standard Index)8169.10
Standard Deviation3.103.41
Sharpe Ratio0.81N/A
Treynor Ratio3.39N/A
10 Years
StatisticSEGMXCategory
Alpha (against Standard Index)0.67-0.49
Beta (against Standard Index)0.700.85
Mean Annual Return6.010.44
R-squared (against Standard Index)8177.74
Standard Deviation2.923.68
Sharpe Ratio1.01N/A
Treynor Ratio4.35N/A

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