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SEI Instl Mgd Small Cap Value A (SESVX)

On Dec 24: 14.45   0.08 (0.56%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 22.98% Worst 1 Yr Total Return (2008): -34.19% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SESVX Category Alpha (against Standard Index) -0.59 -0.27 Beta (against Standard Index) 1.20 1.17 Mean Annual Return -8.73 -0.44 R-squared (against Standard Index) 87 84.58 Standard Deviation 25.50 25.23 Sharpe Ratio -0.32 N/A Treynor Ratio -9.15 N/A 5 Years Statistic SESVX Category Alpha (against Standard Index) 0.54 0.26 Beta (against Standard Index) 1.23 1.19 Mean Annual Return 0.04 0.18 R-squared (against Standard Index) 86 81.92 Standard Deviation 21.23 21.20 Sharpe Ratio -0.03 N/A Treynor Ratio -2.40 N/A 10 Years Statistic SESVX Category Alpha (against Standard Index) 8.66 8.93 Beta (against Standard Index) 0.96 0.95 Mean Annual Return 7.97 0.82 R-squared (against Standard Index) 69 64.94 Standard Deviation 18.79 19.09 Sharpe Ratio 0.35 N/A Treynor Ratio 5.24 N/A
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