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    SEI Aggressive Strategy A (SAAT) (SSGAX)

    13.35 Up 0.01(0.07%) Mar 27

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up9
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):32.63%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.19%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.231.36
    Beta (against Standard Index)1.291.01
    Mean Annual Return0.890.82
    R-squared (against Standard Index)96.7691.12
    Standard Deviation8.156.61
    Sharpe Ratio1.301.50
    Treynor Ratio8.3210.06
    5 Years
    Alpha (against Standard Index)-1.960.24
    Beta (against Standard Index)1.421.05
    Mean Annual Return0.930.83
    R-squared (against Standard Index)97.8494.70
    Standard Deviation12.149.12
    Sharpe Ratio0.911.09
    Treynor Ratio7.649.55
    10 Years
    Alpha (against Standard Index)-3.36-0.78
    Beta (against Standard Index)1.501.07
    Mean Annual Return0.540.55
    R-squared (against Standard Index)96.3293.65
    Standard Deviation14.8010.64
    Sharpe Ratio0.340.49
    Treynor Ratio2.644.50