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SEI International Trust Equity A (SEITX)
On
Dec 7
:
8.11
0.03
(0.37%)
MORE ON SEITX
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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)
:
26.00%
Worst 1 Yr Total Return
(2008)
:
-50.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEITX
Category
Alpha (against Standard Index)
-6.95
-0.52
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-12.49
-0.25
R-squared (against Standard Index)
98
96.20
Standard Deviation
26.11
24.79
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-13.84
N/A
5 Years
Statistic
SEITX
Category
Alpha (against Standard Index)
-4.76
-0.43
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
0.12
0.55
R-squared (against Standard Index)
98
95.85
Standard Deviation
21.71
20.52
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.69
N/A
10 Years
Statistic
SEITX
Category
Alpha (against Standard Index)
-3.13
-0.03
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-1.33
0.31
R-squared (against Standard Index)
97
92.22
Standard Deviation
19.35
19.09
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.06
N/A
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