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Wednesday, December 30, 2009, 11:55PM ET - U.S. Markets Closed. Dow  0.03% Nasdaq  0.13%

SEI Instl Mgd Tax-Managed Small Cap A (STMSX)

On Dec 30: 10.07   0.01 (0.10%)

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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 (2004): 16.62% Worst 1 Yr Total Return (2008): -41.16% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic STMSX Category Alpha (against Standard Index) -0.73 -0.48 Beta (against Standard Index) 1.19 1.16 Mean Annual Return -8.61 -0.45 R-squared (against Standard Index) 92 86.39 Standard Deviation 24.62 24.75 Sharpe Ratio -0.33 N/A Treynor Ratio -9.13 N/A 5 Years Statistic STMSX Category Alpha (against Standard Index) -0.59 0.00 Beta (against Standard Index) 1.23 1.17 Mean Annual Return -0.98 0.16 R-squared (against Standard Index) 90 83.41 Standard Deviation 20.76 20.64 Sharpe Ratio -0.08 N/A Treynor Ratio -3.24 N/A 10 Years Statistic STMSX Category Alpha (against Standard Index) N/A 7.16 Beta (against Standard Index) N/A 1.00 Mean Annual Return N/A 0.66 R-squared (against Standard Index) N/A 64.42 Standard Deviation N/A 20.26 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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