Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SACNX (SEI Asset Allocation Diversified Cnsrv A ) | NA | 9.64% | 0.84% | 2.71% | 3.56% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 02/25/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SACNX (SEI Asset Allocation Diversified Cnsrv A ) | 02/25/1998 | 05/18/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.64 | 0.84 | 2.71 | 3.56 | NA | NA | … | … | 1.74 | 10.31 | 18.51 | -23.47 | 4.22 | 9.09 | 4.64 | 9.05 | 14.80 | -3.79 | -3.87 | 0.75 | 7.44 | 11.46 |
| Sharpe Ratio | NA | 1.53 | 0.06 | 0.15 | 0.26 | NA | NA | … | … | 1.09 | 1.44 | 1.73 | -1.47 | 0.20 | 1.20 | 0.57 | 1.61 | 2.37 | -0.62 | -0.76 | -0.38 | 0.63 | 1.46 |
| Standard Deviation(%) | NA | 6.26 | 12.02 | 10.09 | 8.34 | NA | NA | … | … | 4.24 | 7.12 | 10.65 | 16.50 | 6.15 | 4.85 | 4.34 | 5.03 | 5.96 | 7.88 | 8.26 | 8.61 | 6.69 | 7.05 |
| Draw Down(%) | NA | 3.00 | 31.96 | 33.68 | 33.68 | NA | NA | … | … | 2.01 | 5.01 | 13.33 | 32.32 | 4.53 | 3.79 | 2.84 | 4.31 | 4.70 | 10.34 | 11.60 | 6.76 | 4.17 | 7.70 |
| Yield(%) | 0.00 | 4.78 | 3.66 | 5.12 | 4.43 | 4.34 | 3.25 | … | … | 0.00 | 5.37 | 3.48 | 4.62 | 6.78 | 8.06 | 3.27 | 4.70 | 3.27 | 2.04 | 5.30 | 7.14 | 8.57 | 5.95 |
Data as of 05/18/2011, Common starting date is 02/25/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SACNX (SEI Asset Allocation Diversified Cnsrv A ) |
-7.76%
Feb 2006 – Feb 2009 |
-2.24%
Feb 2004 – Feb 2009 |
0.65%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SACNX (SEI Asset Allocation Diversified Cnsrv A ) |
10.60%
Mar 2003 – Mar 2006 |
9.32%
Sep 2002 – Sep 2007 |
4.70%
May 1998 – May 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart