Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SDGDX (SEI Asset Allc Diversified Global Stk D) | NA | 18.58% | -5.68% | -1.41% | 0.38% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 11/02/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SDGDX (SEI Asset Allc Diversified Global Stk D) | 11/02/2000 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.58 | -5.68 | -1.41 | 0.38 | NA | NA | … | … | 3.67 | 12.59 | 27.01 | -45.35 | 3.38 | 15.49 | 7.84 | 12.24 | 28.68 | -21.94 | -15.53 | -8.00 |
| Sharpe Ratio | NA | 1.14 | -0.20 | -0.11 | -0.05 | NA | NA | … | … | 0.88 | 0.68 | 1.01 | -1.15 | 0.02 | 1.13 | 0.58 | 1.04 | 1.90 | -1.08 | -0.33 | -1.81 |
| Standard Deviation(%) | NA | 16.19 | 29.69 | 25.27 | 20.99 | NA | NA | … | … | 11.31 | 18.41 | 26.66 | 40.25 | 15.89 | 10.84 | 9.73 | 10.89 | 14.75 | 21.30 | 55.17 | 25.37 |
| Draw Down(%) | NA | 7.99 | 57.65 | 62.19 | 62.19 | NA | NA | … | … | 7.28 | 15.67 | 27.59 | 55.77 | 11.85 | 10.94 | 7.20 | 8.91 | 14.47 | 31.99 | 39.30 | 13.17 |
| Yield(%) | 0.00 | 3.52 | 1.24 | 1.87 | 1.47 | 1.34 | 1.01 | … | … | 0.00 | 3.40 | 1.86 | 0.24 | 3.38 | 1.69 | 0.55 | 1.03 | 0.30 | 0.10 | 3.06 | 8.35 |
Data as of 05/18/2011, Common starting date is 11/02/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDGDX (SEI Asset Allc Diversified Global Stk D) |
-20.00%
Feb 2006 – Feb 2009 |
-8.97%
Feb 2004 – Feb 2009 |
-0.58%
Jan 2001 – Jan 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDGDX (SEI Asset Allc Diversified Global Stk D) |
20.58%
Mar 2003 – Mar 2006 |
15.62%
Sep 2002 – Sep 2007 |
1.45%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart