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SEI Asset Allc Diversified Cnsrv Inc I (SVVIX)On Dec 2: 10.03   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):6.51%
Worst 1 Yr Total Return (2008):-15.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSVVIXCategory
Alpha (against Standard Index)-1.97-0.86
Beta (against Standard Index)0.560.74
Mean Annual Return-0.460.06
R-squared (against Standard Index)9186.33
Standard Deviation7.7710.51
Sharpe Ratio-0.33N/A
Treynor Ratio-5.10N/A
5 Years
StatisticSVVIXCategory
Alpha (against Standard Index)-2.15-1.44
Beta (against Standard Index)0.550.71
Mean Annual Return1.840.26
R-squared (against Standard Index)8984.96
Standard Deviation6.258.32
Sharpe Ratio-0.16N/A
Treynor Ratio-2.17N/A
10 Years
StatisticSVVIXCategory
Alpha (against Standard Index)-1.04-1.02
Beta (against Standard Index)0.510.71
Mean Annual Return2.920.29
R-squared (against Standard Index)8578.75
Standard Deviation5.468.01
Sharpe Ratio0.02N/A
Treynor Ratio-0.11N/A

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