Finance Home - My Yahoo - Yahoo! - Help

Monday, December 28, 2009, 3:46AM ET - U.S. Markets open in 5 hours and 44 minutes. Dow  0.51% Nasdaq  0.00%

SEI Instl Mgd Global Mgd Volatility I (SGMIX)

On Dec 24: 7.94   0.02 (0.25%)

MORE ON SGMIX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 0 Number of Years Down: 1 Best 1 Yr Total Return (2008): -27.38% Worst 1 Yr Total Return (2008): -27.38% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SGMIX Category Alpha (against Standard Index) -8.02 0.27 Beta (against Standard Index) 0.47 0.91 Mean Annual Return -8.64 -0.17 R-squared (against Standard Index) 76 90.08 Standard Deviation 13.04 22.93 Sharpe Ratio -0.80 N/A Treynor Ratio -23.00 N/A 5 Years Statistic SGMIX Category Alpha (against Standard Index) N/A -0.86 Beta (against Standard Index) N/A 0.90 Mean Annual Return N/A 0.41 R-squared (against Standard Index) N/A 88.40 Standard Deviation N/A 18.93 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A 10 Years Statistic SGMIX Category Alpha (against Standard Index) N/A 0.53 Beta (against Standard Index) N/A 0.92 Mean Annual Return N/A 0.33 R-squared (against Standard Index) N/A 79.83 Standard Deviation N/A 18.84 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center