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SEI Instl Mgd Small Cap Growth I (SPWIX)
On
Dec 24
:
13.49
0.07
(0.52%)
MORE ON SPWIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.05%
Worst 1 Yr Total Return
(2008)
:
-47.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SPWIX
Category
Alpha (against Standard Index)
-4.21
0.16
Beta (against Standard Index)
1.24
1.12
Mean Annual Return
-12.45
-0.38
R-squared (against Standard Index)
88
84.86
Standard Deviation
26.28
24.29
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-11.87
N/A
5 Years
Statistic
SPWIX
Category
Alpha (against Standard Index)
-3.51
-0.01
Beta (against Standard Index)
1.30
1.17
Mean Annual Return
-4.38
0.16
R-squared (against Standard Index)
83
80.32
Standard Deviation
22.86
20.99
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.66
N/A
10 Years
Statistic
SPWIX
Category
Alpha (against Standard Index)
1.61
4.06
Beta (against Standard Index)
1.34
1.16
Mean Annual Return
-2.39
0.37
R-squared (against Standard Index)
57
57.27
Standard Deviation
28.58
25.21
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-3.97
N/A
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