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SEI International Emerging Mkts Debt A (SITEX)On Jan 7: 10.18   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):14.49%
Worst 1 Yr Total Return (2008):-19.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSITEXCategory
Alpha (against Standard Index)-4.14-4.50
Beta (against Standard Index)2.292.19
Mean Annual Return6.240.55
R-squared (against Standard Index)3636.04
Standard Deviation15.6515.18
Sharpe Ratio0.33N/A
Treynor Ratio1.74N/A
5 Years
StatisticSITEXCategory
Alpha (against Standard Index)1.890.49
Beta (against Standard Index)2.011.95
Mean Annual Return9.320.69
R-squared (against Standard Index)3335.07
Standard Deviation12.6912.20
Sharpe Ratio0.54N/A
Treynor Ratio3.16N/A
10 Years
StatisticSITEXCategory
Alpha (against Standard Index)5.753.95
Beta (against Standard Index)1.371.38
Mean Annual Return13.250.97
R-squared (against Standard Index)1621.93
Standard Deviation12.8811.30
Sharpe Ratio0.81N/A
Treynor Ratio7.54N/A

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