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Sunday, December 27, 2009, 8:30AM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

SEI Instl Mgd Large Cap Value A (TRMVX)

On Dec 24: 14.53   0.07 (0.48%)

MORE ON TRMVX

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 21.15% Worst 1 Yr Total Return (2008): -37.06% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic TRMVX Category Alpha (against Standard Index) -3.59 -1.37 Beta (against Standard Index) 1.04 1.02 Mean Annual Return -9.56 -0.45 R-squared (against Standard Index) 97 94.58 Standard Deviation 20.94 20.79 Sharpe Ratio -0.48 N/A Treynor Ratio -11.39 N/A 5 Years Statistic TRMVX Category Alpha (against Standard Index) -1.17 -0.29 Beta (against Standard Index) 1.04 1.01 Mean Annual Return -0.66 0.14 R-squared (against Standard Index) 96 93.49 Standard Deviation 17.04 16.81 Sharpe Ratio -0.13 N/A Treynor Ratio -3.52 N/A 10 Years Statistic TRMVX Category Alpha (against Standard Index) 2.14 2.74 Beta (against Standard Index) 0.92 0.88 Mean Annual Return 1.75 0.31 R-squared (against Standard Index) 83 81.33 Standard Deviation 16.29 15.97 Sharpe Ratio 0.01 N/A Treynor Ratio -1.29 N/A
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