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Tuesday, January 5, 2010, 7:57PM ET - U.S. Markets Closed.
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SEI Daily Income Interm-Dur Govt A (TCPGX)
On
Jan 5
:
11.13
0.04
(0.36%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
11.15%
Worst 1 Yr Total Return
(2005)
:
0.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TCPGX
Category
Alpha (against Standard Index)
2.57
0.23
Beta (against Standard Index)
0.83
0.76
Mean Annual Return
8.41
0.46
R-squared (against Standard Index)
65
64.12
Standard Deviation
4.18
3.94
Sharpe Ratio
1.38
N/A
Treynor Ratio
7.38
N/A
5 Years
Statistic
TCPGX
Category
Alpha (against Standard Index)
1.06
-0.23
Beta (against Standard Index)
0.83
0.78
Mean Annual Return
6.17
0.39
R-squared (against Standard Index)
68
69.48
Standard Deviation
3.58
3.41
Sharpe Ratio
0.84
N/A
Treynor Ratio
3.83
N/A
10 Years
Statistic
TCPGX
Category
Alpha (against Standard Index)
0.31
-0.47
Beta (against Standard Index)
0.86
0.84
Mean Annual Return
6.27
0.44
R-squared (against Standard Index)
79
78.01
Standard Deviation
3.66
3.66
Sharpe Ratio
0.89
N/A
Treynor Ratio
3.89
N/A
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