Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAGDX (SEI Asset Allc Diversified Global Gr D) | NA | 16.08% | -3.48% | -0.03% | 1.53% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 02/25/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAGDX (SEI Asset Allc Diversified Global Gr 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 | 16.08 | -3.48 | -0.03 | 1.53 | NA | NA | … | … | 3.19 | 12.05 | 25.45 | -39.58 | 3.58 | 13.42 | 6.82 | 10.95 | 24.89 | -16.19 | -11.71 | -9.75 | 21.56 | 5.65 |
| Sharpe Ratio | NA | 1.24 | -0.15 | -0.06 | 0.01 | NA | NA | … | … | 0.95 | 0.81 | 1.18 | -1.24 | 0.04 | 1.13 | 0.58 | 1.13 | 2.05 | -1.02 | -0.89 | -0.85 | 1.56 | 0.23 |
| Standard Deviation(%) | NA | 12.91 | 23.95 | 20.32 | 16.83 | NA | NA | … | … | 9.12 | 14.71 | 21.48 | 32.59 | 12.74 | 8.96 | 7.97 | 8.87 | 11.80 | 16.95 | 15.94 | 16.21 | 11.75 | 14.76 |
| Draw Down(%) | NA | 6.30 | 51.20 | 55.05 | 55.05 | NA | NA | … | … | 5.61 | 12.38 | 23.48 | 49.83 | 9.69 | 8.91 | 5.92 | 7.25 | 11.46 | 25.70 | 25.91 | 17.06 | 8.41 | 21.92 |
| Yield(%) | 0.00 | 3.39 | 2.43 | 3.59 | 2.74 | 2.85 | 2.13 | … | … | 0.00 | 3.36 | 1.05 | 4.39 | 6.09 | 4.07 | 1.17 | 2.45 | 0.87 | 0.58 | 3.60 | 3.92 | 7.12 | 4.88 |
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 |
|---|---|---|---|---|
| SAGDX (SEI Asset Allc Diversified Global Gr D) |
-16.55%
Feb 2006 – Feb 2009 |
-7.09%
Feb 2004 – Feb 2009 |
-3.10%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAGDX (SEI Asset Allc Diversified Global Gr D) |
17.34%
Mar 2003 – Mar 2006 |
13.69%
Sep 2002 – Sep 2007 |
3.42%
May 1998 – May 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart