Finance Home - My Yahoo - Yahoo! - Help

Wednesday, February 10, 2010, 10:44AM ET - U.S. Markets close in 5 hours and 16 minutes. Dow  0.63% Nasdaq  0.70%

SEI Asset Allc Diversified Moderate Gr D (SMGDX)

On Feb 9: 9.47   0.06 (0.64%)

MORE ON SMGDX

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 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2009): 20.82% Worst 1 Yr Total Return (2008): -31.98% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SMGDX Category Alpha (against Standard Index) -6.57 -0.63 Beta (against Standard Index) 1.11 0.75 Mean Annual Return -6.29 0.07 R-squared (against Standard Index) 96 88.16 Standard Deviation 15.02 10.66 Sharpe Ratio -0.49 N/A Treynor Ratio -7.49 N/A 5 Years Statistic SMGDX Category Alpha (against Standard Index) -5.02 -1.30 Beta (against Standard Index) 1.10 0.72 Mean Annual Return -0.50 0.26 R-squared (against Standard Index) 96 86.61 Standard Deviation 12.11 8.33 Sharpe Ratio -0.22 N/A Treynor Ratio -3.10 N/A 10 Years Statistic SMGDX Category Alpha (against Standard Index) -4.79 -0.88 Beta (against Standard Index) 1.09 0.72 Mean Annual Return 0.00 0.30 R-squared (against Standard Index) 96 79.74 Standard Deviation 11.00 8.03 Sharpe Ratio -0.20 N/A Treynor Ratio -2.60 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center