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SEI Instl Mgd Trust Real Estate A (SETAX)
On
Dec 24
:
10.39
0.14
(1.37%)
MORE ON SETAX
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Research Reports
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)
:
36.94%
Worst 1 Yr Total Return
(2008)
:
-41.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SETAX
Category
Alpha (against Standard Index)
-2.49
-1.50
Beta (against Standard Index)
1.66
1.61
Mean Annual Return
-17.16
-0.77
R-squared (against Standard Index)
67
67.75
Standard Deviation
40.11
38.87
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-11.70
N/A
5 Years
Statistic
SETAX
Category
Alpha (against Standard Index)
3.33
2.65
Beta (against Standard Index)
1.65
1.60
Mean Annual Return
-0.69
0.34
R-squared (against Standard Index)
66
66.27
Standard Deviation
32.50
31.51
Sharpe Ratio
0.06
N/A
Treynor Ratio
-2.23
N/A
10 Years
Statistic
SETAX
Category
Alpha (against Standard Index)
N/A
11.10
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
1.01
R-squared (against Standard Index)
N/A
36.04
Standard Deviation
N/A
24.18
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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