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SEI Instl Mgd US Managed Volatility I (SEVIX)

On Feb 9: 9.80   0.09 (0.93%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 1 Number of Years Down: 1 Best 1 Yr Total Return (2009): 16.48% Worst 1 Yr Total Return (2008): -29.30% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SEVIX Category Alpha (against Standard Index) 0.13 2.72 Beta (against Standard Index) 0.82 1.13 Mean Annual Return -5.36 -0.31 R-squared (against Standard Index) 93 87.90 Standard Deviation 16.99 24.11 Sharpe Ratio -0.35 N/A Treynor Ratio -8.95 N/A 5 Years Statistic SEVIX Category Alpha (against Standard Index) 0.44 2.10 Beta (against Standard Index) 0.82 1.15 Mean Annual Return 1.21 0.28 R-squared (against Standard Index) 91 85.69 Standard Deviation 13.78 19.96 Sharpe Ratio -0.05 N/A Treynor Ratio -2.08 N/A 10 Years Statistic SEVIX Category Alpha (against Standard Index) N/A 5.72 Beta (against Standard Index) N/A 1.04 Mean Annual Return N/A 0.51 R-squared (against Standard Index) N/A 73.33 Standard Deviation N/A 19.65 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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