Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Saturday, December 5, 2009, 3:41AM ET - U.S. Markets Closed.
Dow
0.22%
Nasdaq
0.98%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
SEI Daily Income Short-Duration Govt A (TCSGX)
On
Dec 4
:
10.50
0.02
(0.19%)
MORE ON TCSGX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.13%
Worst 1 Yr Total Return
(2004)
:
1.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TCSGX
Category
Alpha (against Standard Index)
1.90
1.08
Beta (against Standard Index)
0.29
0.37
Mean Annual Return
5.54
0.41
R-squared (against Standard Index)
52
48.77
Standard Deviation
1.58
2.20
Sharpe Ratio
1.81
N/A
Treynor Ratio
10.64
N/A
5 Years
Statistic
TCSGX
Category
Alpha (against Standard Index)
0.56
-0.02
Beta (against Standard Index)
0.32
0.39
Mean Annual Return
4.25
0.31
R-squared (against Standard Index)
56
53.98
Standard Deviation
1.44
1.94
Sharpe Ratio
0.77
N/A
Treynor Ratio
3.88
N/A
10 Years
Statistic
TCSGX
Category
Alpha (against Standard Index)
0.37
-0.11
Beta (against Standard Index)
0.34
0.46
Mean Annual Return
4.47
0.36
R-squared (against Standard Index)
67
65.31
Standard Deviation
1.57
2.21
Sharpe Ratio
0.94
N/A
Treynor Ratio
4.48
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center