Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAGMX (SEI Asset Allc Diversified Market Gr A ) | NA | 13.86% | -0.58% | 2.05% | 3.45% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 05/13/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAGMX (SEI Asset Allc Diversified Market Gr A ) | 05/13/1998 | 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 | 13.86 | -0.58 | 2.05 | 3.45 | NA | NA | … | … | 2.58 | 12.11 | 24.81 | -32.56 | 4.48 | 12.33 | 6.67 | 11.21 | 21.86 | -9.70 | -7.02 | -5.05 | 16.92 | 2.04 |
| Sharpe Ratio | NA | 1.44 | -0.04 | 0.05 | 0.17 | NA | NA | … | … | 1.06 | 1.09 | 1.52 | -1.36 | 0.15 | 1.32 | 0.73 | 1.48 | 2.42 | -0.87 | -0.79 | -0.21 | 0.90 | 0.00 |
| Standard Deviation(%) | NA | 9.56 | 18.05 | 15.24 | 12.58 | NA | NA | … | … | 6.52 | 10.99 | 16.26 | 24.56 | 9.50 | 6.87 | 6.12 | 6.92 | 8.74 | 12.39 | 11.97 | 44.10 | 15.19 | 12.13 |
| Draw Down(%) | NA | 4.69 | 42.99 | 45.82 | 45.82 | NA | NA | … | … | 3.87 | 9.16 | 18.69 | 42.19 | 7.34 | 6.55 | 4.50 | 5.87 | 8.09 | 18.94 | 19.12 | 28.08 | 10.52 | 16.82 |
| Yield(%) | 0.00 | 4.51 | 3.38 | 4.78 | 4.32 | 3.97 | 2.98 | … | … | 0.00 | 4.94 | 3.01 | 4.86 | 6.80 | 6.83 | 2.75 | 8.02 | 2.94 | 1.77 | 3.46 | 8.11 | 6.93 | 4.64 |
Data as of 05/18/2011, Common starting date is 05/13/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAGMX (SEI Asset Allc Diversified Market Gr A ) |
-12.05%
Feb 2006 – Feb 2009 |
-4.13%
Feb 2004 – Feb 2009 |
-0.49%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAGMX (SEI Asset Allc Diversified Market Gr A ) |
15.29%
Mar 2003 – Mar 2006 |
12.80%
Sep 2002 – Sep 2007 |
4.83%
Aug 1998 – Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart