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SEI Instl Mgd Large Cap Growth A (SELCX)
On
Dec 3
:
18.53
0.15
(0.80%)
MORE ON SELCX
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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
(2007)
:
12.23%
Worst 1 Yr Total Return
(2008)
:
-40.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SELCX
Category
Alpha (against Standard Index)
2.29
2.45
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-4.99
-0.24
R-squared (against Standard Index)
92
88.47
Standard Deviation
20.29
20.84
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.44
N/A
5 Years
Statistic
SELCX
Category
Alpha (against Standard Index)
0.42
0.94
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
0.58
0.21
R-squared (against Standard Index)
90
86.37
Standard Deviation
16.85
17.46
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.43
N/A
10 Years
Statistic
SELCX
Category
Alpha (against Standard Index)
-2.52
0.18
Beta (against Standard Index)
1.15
1.04
Mean Annual Return
-4.52
0.04
R-squared (against Standard Index)
85
78.62
Standard Deviation
20.07
19.22
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-6.49
N/A
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