Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SDMDX (SEI Asset Allc Diversified Glbl Mod Gr D) | NA | 13.06% | -1.46% | 1.11% | 2.51% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 11/02/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SDMDX (SEI Asset Allc Diversified Glbl Mod Gr 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 | 13.06 | -1.46 | 1.11 | 2.51 | NA | NA | … | … | 2.61 | 10.92 | 23.47 | -33.16 | 3.42 | 11.28 | 5.61 | 9.72 | 20.52 | -9.88 | -7.91 | -3.61 |
| Sharpe Ratio | NA | 1.36 | -0.09 | -0.01 | 0.09 | NA | NA | … | … | 1.05 | 0.99 | 1.45 | -1.38 | 0.04 | 1.17 | 0.56 | 1.28 | 2.26 | -0.89 | -0.86 | -1.73 |
| Standard Deviation(%) | NA | 9.56 | 17.99 | 15.20 | 12.54 | NA | NA | … | … | 6.69 | 10.95 | 16.12 | 24.58 | 9.46 | 6.86 | 6.16 | 6.88 | 8.78 | 12.36 | 12.08 | 14.64 |
| Draw Down(%) | NA | 4.76 | 43.40 | 46.54 | 46.54 | NA | NA | … | … | 4.02 | 9.27 | 18.76 | 42.65 | 7.41 | 6.69 | 4.52 | 6.04 | 8.25 | 18.85 | 19.57 | 6.92 |
| Yield(%) | 0.00 | 3.79 | 2.70 | 3.99 | 3.48 | 2.49 | 1.86 | … | … | 0.00 | 3.99 | 2.03 | 3.99 | 5.84 | 5.79 | 1.78 | 6.79 | 1.94 | 1.54 | 2.49 | 6.56 |
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 |
|---|---|---|---|---|
| SDMDX (SEI Asset Allc Diversified Glbl Mod Gr D) |
-12.94%
Feb 2006 – Feb 2009 |
-5.16%
Feb 2004 – Feb 2009 |
1.92%
Jan 2001 – Jan 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDMDX (SEI Asset Allc Diversified Glbl Mod Gr D) |
14.04%
Mar 2003 – Mar 2006 |
11.63%
Sep 2002 – Sep 2007 |
3.17%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
