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SEI Instl Mgd Small Cap Growth A (SSCGX)
On
Dec 4
:
12.97
0.25
(1.97%)
MORE ON SSCGX
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Research Reports
Risk
As of 31-Oct-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)
:
11.31%
Worst 1 Yr Total Return
(2008)
:
-47.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSCGX
Category
Alpha (against Standard Index)
-2.33
1.71
Beta (against Standard Index)
1.26
1.15
Mean Annual Return
-12.45
-0.40
R-squared (against Standard Index)
88
85.55
Standard Deviation
26.21
24.28
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-11.77
N/A
5 Years
Statistic
SSCGX
Category
Alpha (against Standard Index)
-1.72
1.12
Beta (against Standard Index)
1.33
1.19
Mean Annual Return
-3.23
0.21
R-squared (against Standard Index)
84
81.02
Standard Deviation
23.08
21.15
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.69
N/A
10 Years
Statistic
SSCGX
Category
Alpha (against Standard Index)
3.53
5.25
Beta (against Standard Index)
1.36
1.18
Mean Annual Return
-1.18
0.43
R-squared (against Standard Index)
57
56.73
Standard Deviation
28.91
25.52
Sharpe Ratio
0.00
N/A
Treynor Ratio
-3.05
N/A
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