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SEI Instl Mgd Small Cap Value I (SMVIX)

On Dec 8: 13.58   0.12 (0.88%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 22.74% Worst 1 Yr Total Return (2008): -34.35% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SMVIX Category Alpha (against Standard Index) 1.42 1.78 Beta (against Standard Index) 1.23 1.18 Mean Annual Return -8.65 -0.41 R-squared (against Standard Index) 88 85.71 Standard Deviation 25.56 24.90 Sharpe Ratio -0.32 N/A Treynor Ratio -8.98 N/A 5 Years Statistic SMVIX Category Alpha (against Standard Index) 2.05 1.92 Beta (against Standard Index) 1.26 1.20 Mean Annual Return 0.95 0.27 R-squared (against Standard Index) 87 82.80 Standard Deviation 21.54 21.07 Sharpe Ratio 0.02 N/A Treynor Ratio -1.64 N/A 10 Years Statistic SMVIX Category Alpha (against Standard Index) 8.64 9.10 Beta (against Standard Index) 0.97 0.95 Mean Annual Return 7.52 0.80 R-squared (against Standard Index) 69 64.80 Standard Deviation 18.79 19.04 Sharpe Ratio 0.33 N/A Treynor Ratio 4.69 N/A
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