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SEI Instl Mgd Large Cap Growth I (SPGIX)
On
Jan 6
:
19.08
0.04
(0.21%)
MORE ON SPGIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
11.93%
Worst 1 Yr Total Return
(2008)
:
-41.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SPGIX
Category
Alpha (against Standard Index)
2.02
2.20
Beta (against Standard Index)
1.00
0.99
Mean Annual Return
-3.99
-0.14
R-squared (against Standard Index)
92
88.76
Standard Deviation
20.57
21.04
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.29
N/A
5 Years
Statistic
SPGIX
Category
Alpha (against Standard Index)
0.22
0.80
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
0.76
0.24
R-squared (against Standard Index)
90
86.59
Standard Deviation
16.98
17.50
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.21
N/A
10 Years
Statistic
SPGIX
Category
Alpha (against Standard Index)
-3.02
-0.13
Beta (against Standard Index)
1.15
1.04
Mean Annual Return
-4.55
0.05
R-squared (against Standard Index)
85
78.99
Standard Deviation
20.10
19.17
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-6.51
N/A
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