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SEI Instl Mgd US Managed Volatility A (SVOAX)

On Dec 28: 10.34   0.02 (0.19%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 3 Number of Years Down: 1 Best 1 Yr Total Return (2006): 13.75% Worst 1 Yr Total Return (2008): -29.09% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SVOAX Category Alpha (against Standard Index) -0.30 1.45 Beta (against Standard Index) 0.81 1.13 Mean Annual Return -4.45 -0.27 R-squared (against Standard Index) 93 88.11 Standard Deviation 16.76 23.88 Sharpe Ratio -0.32 N/A Treynor Ratio -8.26 N/A 5 Years Statistic SVOAX Category Alpha (against Standard Index) 0.12 1.17 Beta (against Standard Index) 0.81 1.15 Mean Annual Return 1.36 0.26 R-squared (against Standard Index) 92 86.34 Standard Deviation 13.66 19.90 Sharpe Ratio -0.05 N/A Treynor Ratio -2.00 N/A 10 Years Statistic SVOAX Category Alpha (against Standard Index) N/A 5.72 Beta (against Standard Index) N/A 1.04 Mean Annual Return N/A 0.53 R-squared (against Standard Index) N/A 73.17 Standard Deviation N/A 19.87 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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