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SEI Tax-Exempt PA Municipal Bond A (SEPAX)
On
Dec 2
:
10.30
0.01
(0.10%)
MORE ON SEPAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.67%
Worst 1 Yr Total Return
(2008)
:
-1.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEPAX
Category
Alpha (against Standard Index)
-0.54
-1.66
Beta (against Standard Index)
0.70
1.06
Mean Annual Return
3.11
0.23
R-squared (against Standard Index)
85
87.72
Standard Deviation
4.55
6.96
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.00
N/A
5 Years
Statistic
SEPAX
Category
Alpha (against Standard Index)
-0.89
-1.05
Beta (against Standard Index)
0.72
1.03
Mean Annual Return
2.93
0.27
R-squared (against Standard Index)
87
87.02
Standard Deviation
3.78
5.57
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.13
N/A
10 Years
Statistic
SEPAX
Category
Alpha (against Standard Index)
-0.54
-0.99
Beta (against Standard Index)
0.78
1.01
Mean Annual Return
4.51
0.39
R-squared (against Standard Index)
91
88.15
Standard Deviation
3.81
5.11
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.97
N/A
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