Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCRIX (SEI Asset Allocation Diversified Cnsrv I ) | NA | 9.45% | 0.61% | 2.31% | NA | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 11/22/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCRIX (SEI Asset Allocation Diversified Cnsrv I ) | 11/22/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.45 | 0.61 | 2.31 | NA | NA | NA | … | … | 1.63 | 10.17 | 18.25 | -23.78 | 4.05 | 7.24 | -0.83 |
| Sharpe Ratio | NA | 1.51 | 0.04 | 0.11 | NA | NA | NA | … | … | 0.99 | 1.43 | 1.68 | -1.50 | 0.17 | 0.78 | -2.37 |
| Standard Deviation(%) | NA | 6.23 | 12.02 | 10.13 | NA | NA | NA | … | … | 4.36 | 7.06 | 10.82 | 16.46 | 6.16 | 5.10 | 4.41 |
| Draw Down(%) | NA | 2.90 | 32.14 | 34.02 | NA | NA | NA | … | … | 2.01 | 5.02 | 13.37 | 32.48 | 4.53 | 4.33 | 1.28 |
| Yield(%) | 0.00 | 4.60 | 3.48 | 4.76 | 2.37 | 1.58 | 1.18 | … | … | 0.00 | 5.11 | 3.21 | 4.41 | 6.52 | 6.44 | 0.00 |
Data as of 05/18/2011, Common starting date is 11/22/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCRIX (SEI Asset Allocation Diversified Cnsrv I ) |
-8.39%
Feb 2006 – Feb 2009 |
1.85%
Jan 2006 – Jan 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCRIX (SEI Asset Allocation Diversified Cnsrv I ) |
1.87%
Mar 2008 – Mar 2011 |
2.21%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart