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SEI Asset Allc Diversified Global Gr I (SGWIX)

On Dec 28: 9.70   0.02 (0.21%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 14.26% Worst 1 Yr Total Return (2008): -39.32% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SGWIX Category Alpha (against Standard Index) -7.45 -0.66 Beta (against Standard Index) 1.42 1.11 Mean Annual Return -7.36 0.10 R-squared (against Standard Index) 96 86.52 Standard Deviation 19.29 15.80 Sharpe Ratio -0.41 N/A Treynor Ratio -6.78 N/A 5 Years Statistic SGWIX Category Alpha (against Standard Index) -5.13 0.55 Beta (against Standard Index) 1.42 1.12 Mean Annual Return -0.11 0.51 R-squared (against Standard Index) 96 86.03 Standard Deviation 15.68 13.17 Sharpe Ratio -0.12 N/A Treynor Ratio -2.18 N/A 10 Years Statistic SGWIX Category Alpha (against Standard Index) -5.67 1.09 Beta (against Standard Index) 1.45 1.07 Mean Annual Return -0.34 0.55 R-squared (against Standard Index) 95 79.45 Standard Deviation 14.77 12.02 Sharpe Ratio -0.14 N/A Treynor Ratio -2.25 N/A
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