Finance Home - My Yahoo - Yahoo! - Help

Wednesday, December 23, 2009, 11:54AM ET - U.S. Markets close in 4 hours and 6 minutes. Dow  0.00% Nasdaq  0.51%

SEI Instl Mgd Mid-Cap A (SEMCX)

On Dec 22: 14.61   0.11 (0.76%)

MORE ON SEMCX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 22.74% Worst 1 Yr Total Return (2008): -41.46% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SEMCX Category Alpha (against Standard Index) -0.96 1.45 Beta (against Standard Index) 1.15 1.13 Mean Annual Return -8.44 -0.27 R-squared (against Standard Index) 90 88.11 Standard Deviation 23.97 23.88 Sharpe Ratio -0.34 N/A Treynor Ratio -9.33 N/A 5 Years Statistic SEMCX Category Alpha (against Standard Index) 1.03 1.17 Beta (against Standard Index) 1.17 1.15 Mean Annual Return 0.87 0.26 R-squared (against Standard Index) 89 86.34 Standard Deviation 19.80 19.90 Sharpe Ratio 0.00 N/A Treynor Ratio -1.82 N/A 10 Years Statistic SEMCX Category Alpha (against Standard Index) 6.27 5.72 Beta (against Standard Index) 1.03 1.04 Mean Annual Return 5.32 0.53 R-squared (against Standard Index) 81 73.17 Standard Deviation 18.56 19.87 Sharpe Ratio 0.22 N/A Treynor Ratio 2.32 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center