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SEI Asset Allc Diversified US Stock I (SUKIX)
On
Dec 1
:
11.49
0.14
(1.23%)
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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)
:
13.35%
Worst 1 Yr Total Return
(2008)
:
-43.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SUKIX
Category
Alpha (against Standard Index)
-3.36
0.38
Beta (against Standard Index)
1.08
1.00
Mean Annual Return
-11.00
-0.41
R-squared (against Standard Index)
97
95.50
Standard Deviation
21.39
20.09
Sharpe Ratio
-0.55
N/A
Treynor Ratio
-12.47
N/A
5 Years
Statistic
SUKIX
Category
Alpha (against Standard Index)
-2.14
0.26
Beta (against Standard Index)
1.09
1.01
Mean Annual Return
-2.20
0.16
R-squared (against Standard Index)
96
94.84
Standard Deviation
17.62
16.47
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-4.81
N/A
10 Years
Statistic
SUKIX
Category
Alpha (against Standard Index)
-1.00
0.84
Beta (against Standard Index)
1.06
0.97
Mean Annual Return
-2.34
0.11
R-squared (against Standard Index)
96
91.16
Standard Deviation
17.49
16.35
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-4.99
N/A
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