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SEI Asset Allc Diversified Moderate Gr D (SMGDX)

On Jan 5: 9.84   0.03 (0.31%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 10.27% Worst 1 Yr Total Return (2008): -31.98% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SMGDX Category Alpha (against Standard Index) -6.35 -0.95 Beta (against Standard Index) 1.11 0.74 Mean Annual Return -5.50 0.09 R-squared (against Standard Index) 96 87.00 Standard Deviation 15.01 10.61 Sharpe Ratio -0.45 N/A Treynor Ratio -7.02 N/A 5 Years Statistic SMGDX Category Alpha (against Standard Index) -4.95 -1.38 Beta (against Standard Index) 1.10 0.71 Mean Annual Return -0.17 0.27 R-squared (against Standard Index) 95 85.46 Standard Deviation 12.13 8.33 Sharpe Ratio -0.20 N/A Treynor Ratio -2.88 N/A 10 Years Statistic SMGDX Category Alpha (against Standard Index) -4.80 -0.99 Beta (against Standard Index) 1.09 0.72 Mean Annual Return 0.15 0.31 R-squared (against Standard Index) 96 80.09 Standard Deviation 11.13 8.09 Sharpe Ratio -0.19 N/A Treynor Ratio -2.54 N/A
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