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Sunday, December 6, 2009, 12:23AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
SEI Instl Mgd Small Cap Growth A (SSCGX)On Dec 4: 12.97  Up 0.25 (1.97%)  
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Risk  As of 31-Oct-09Get 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
StatisticSSCGXCategory
Alpha (against Standard Index)-2.331.71
Beta (against Standard Index)1.261.15
Mean Annual Return-12.45-0.40
R-squared (against Standard Index)8885.55
Standard Deviation26.2124.28
Sharpe Ratio-0.46N/A
Treynor Ratio-11.77N/A
5 Years
StatisticSSCGXCategory
Alpha (against Standard Index)-1.721.12
Beta (against Standard Index)1.331.19
Mean Annual Return-3.230.21
R-squared (against Standard Index)8481.02
Standard Deviation23.0821.15
Sharpe Ratio-0.15N/A
Treynor Ratio-4.69N/A
10 Years
StatisticSSCGXCategory
Alpha (against Standard Index)3.535.25
Beta (against Standard Index)1.361.18
Mean Annual Return-1.180.43
R-squared (against Standard Index)5756.73
Standard Deviation28.9125.52
Sharpe Ratio0.00N/A
Treynor Ratio-3.05N/A

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