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SEI Asset Allc Diversified Moderate Gr I (SVRIX)
On
Nov 30
:
9.67
0.01
(0.10%)
MORE ON SVRIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.14%
Worst 1 Yr Total Return
(2008)
:
-31.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SVRIX
Category
Alpha (against Standard Index)
-5.60
-0.86
Beta (against Standard Index)
1.11
0.74
Mean Annual Return
-5.35
0.06
R-squared (against Standard Index)
96
86.33
Standard Deviation
14.92
10.51
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-6.99
N/A
5 Years
Statistic
SVRIX
Category
Alpha (against Standard Index)
-4.13
-1.44
Beta (against Standard Index)
1.10
0.71
Mean Annual Return
0.49
0.26
R-squared (against Standard Index)
96
84.96
Standard Deviation
12.13
8.32
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.30
N/A
10 Years
Statistic
SVRIX
Category
Alpha (against Standard Index)
-4.27
-1.02
Beta (against Standard Index)
1.10
0.71
Mean Annual Return
0.48
0.29
R-squared (against Standard Index)
96
78.75
Standard Deviation
11.10
8.01
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-2.28
N/A
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