Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SADDX (SEI Asset Allc Diversified US Stock D) | NA | 17.00% | -4.20% | -1.03% | -0.25% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 02/25/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SADDX (SEI Asset Allc Diversified US Stock D) | 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 | 17.00 | -4.20 | -1.03 | -0.25 | NA | NA | … | … | 4.30 | 13.31 | 26.65 | -43.80 | 2.08 | 12.48 | 5.69 | 10.38 | 27.78 | -23.85 | -14.54 | -8.91 | 19.09 | 11.16 |
| Sharpe Ratio | NA | 1.00 | -0.14 | -0.09 | -0.07 | NA | NA | … | … | 1.02 | 0.70 | 0.97 | -1.08 | -0.06 | 0.84 | 0.33 | 0.81 | 1.62 | -0.97 | -0.68 | -0.54 | 0.93 | 0.50 |
| Standard Deviation(%) | NA | 16.86 | 30.37 | 25.79 | 22.29 | NA | NA | … | … | 11.54 | 18.92 | 27.37 | 41.11 | 15.94 | 11.02 | 10.73 | 11.70 | 16.69 | 25.69 | 25.09 | 24.17 | 17.09 | 19.79 |
| Draw Down(%) | NA | 9.18 | 55.76 | 60.96 | 60.96 | NA | NA | … | … | 6.91 | 16.61 | 27.61 | 54.43 | 11.58 | 9.13 | 7.41 | 9.27 | 14.07 | 34.62 | 31.33 | 20.60 | 13.30 | 25.69 |
| Yield(%) | 0.00 | 4.37 | 1.25 | 1.45 | 1.17 | 2.02 | 1.52 | … | … | 0.00 | 4.34 | 0.79 | 0.13 | 2.09 | 0.93 | 0.21 | 0.68 | 0.15 | 0.18 | 3.57 | 4.75 | 5.17 | 8.61 |
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 |
|---|---|---|---|---|
| SADDX (SEI Asset Allc Diversified US Stock D) |
-19.94%
Feb 2006 – Feb 2009 |
-9.68%
Feb 2004 – Feb 2009 |
-5.59%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SADDX (SEI Asset Allc Diversified US Stock D) |
17.70%
Mar 2003 – Mar 2006 |
13.83%
Sep 2002 – Sep 2007 |
2.18%
Aug 1998 – Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart