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Friday, December 25, 2009, 1:12PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
SEI Instl Mgd US Managed Volatility I (SEVIX)On Dec 24: 10.30  Up 0.05 (0.49%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:0
Number of Years Down:1
Best 1 Yr Total Return (2008):-29.30%
Worst 1 Yr Total Return (2008):-29.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSEVIXCategory
Alpha (against Standard Index)-0.511.45
Beta (against Standard Index)0.821.13
Mean Annual Return-4.66-0.27
R-squared (against Standard Index)9388.11
Standard Deviation16.8123.88
Sharpe Ratio-0.33N/A
Treynor Ratio-8.50N/A
5 Years
StatisticSEVIXCategory
Alpha (against Standard Index)-0.011.17
Beta (against Standard Index)0.821.15
Mean Annual Return1.220.26
R-squared (against Standard Index)9286.34
Standard Deviation13.7019.90
Sharpe Ratio-0.06N/A
Treynor Ratio-2.16N/A
10 Years
StatisticSEVIXCategory
Alpha (against Standard Index)N/A5.72
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.53
R-squared (against Standard Index)N/A73.17
Standard DeviationN/A19.87
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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