Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAMGX (SEI Asset Allc Diversified Moderate Gr A ) | NA | 12.98% | -0.79% | 1.78% | 2.77% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 08/19/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAMGX (SEI Asset Allc Diversified Moderate Gr A ) | 08/19/1997 | 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 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.98 | -0.79 | 1.78 | 2.77 | NA | NA | … | … | 2.50 | 11.65 | 22.04 | -31.22 | 4.16 | 11.42 | 5.88 | 10.14 | 19.66 | -10.31 | -7.94 | -3.18 | 12.73 | 17.09 | 3.17 |
| Sharpe Ratio | NA | 1.37 | -0.05 | 0.04 | 0.11 | NA | NA | … | … | 1.05 | 1.07 | 1.36 | -1.32 | 0.12 | 1.21 | 0.61 | 1.34 | 2.14 | -0.88 | -0.86 | -0.58 | 1.03 | 1.31 | 0.59 |
| Standard Deviation(%) | NA | 9.41 | 17.83 | 15.03 | 12.49 | NA | NA | … | … | 6.39 | 10.77 | 16.11 | 24.33 | 9.22 | 6.77 | 6.09 | 6.85 | 8.86 | 12.92 | 12.14 | 12.45 | 9.25 | 10.50 | 9.04 |
| Draw Down(%) | NA | 4.66 | 41.53 | 44.48 | 44.48 | NA | NA | … | … | 3.80 | 8.72 | 18.45 | 40.97 | 6.81 | 6.06 | 4.22 | 5.54 | 8.14 | 18.71 | 18.43 | 10.97 | 6.10 | 13.96 | 4.98 |
| Yield(%) | 0.00 | 4.53 | 3.29 | 5.20 | 4.00 | 4.40 | 3.30 | … | … | 0.00 | 4.90 | 2.67 | 4.78 | 9.17 | 7.11 | 2.21 | 2.70 | 2.48 | 1.46 | 4.69 | 5.55 | 6.71 | 8.07 | 3.09 |
Data as of 05/18/2011, Common starting date is 08/19/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAMGX (SEI Asset Allc Diversified Moderate Gr A ) |
-11.66%
Feb 2006 – Feb 2009 |
-4.28%
Feb 2004 – Feb 2009 |
-1.04%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAMGX (SEI Asset Allc Diversified Moderate Gr A ) |
13.97%
Mar 2003 – Mar 2006 |
11.59%
Sep 2002 – Sep 2007 |
6.04%
Oct 1997 – Oct 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart