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Saturday, December 26, 2009, 4:07AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
SEI Instl Mgd Trust Real Estate A (SETAX)On Dec 24: 10.39  Up 0.14 (1.37%)  
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Risk  As of 30-Nov-09Get 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
StatisticSETAXCategory
Alpha (against Standard Index)-2.49-1.50
Beta (against Standard Index)1.661.61
Mean Annual Return-17.16-0.77
R-squared (against Standard Index)6767.75
Standard Deviation40.1138.87
Sharpe Ratio-0.32N/A
Treynor Ratio-11.70N/A
5 Years
StatisticSETAXCategory
Alpha (against Standard Index)3.332.65
Beta (against Standard Index)1.651.60
Mean Annual Return-0.690.34
R-squared (against Standard Index)6666.27
Standard Deviation32.5031.51
Sharpe Ratio0.06N/A
Treynor Ratio-2.23N/A
10 Years
StatisticSETAXCategory
Alpha (against Standard Index)N/A11.10
Beta (against Standard Index)N/A0.89
Mean Annual ReturnN/A1.01
R-squared (against Standard Index)N/A36.04
Standard DeviationN/A24.18
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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