Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SEADX (SEI Asset Allocation Diversified Cnsrv D) | NA | 8.88% | 0.05% | 1.83% | 2.60% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 09/22/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEADX (SEI Asset Allocation Diversified Cnsrv D) | 09/22/1998 | 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 | 8.88 | 0.05 | 1.83 | 2.60 | NA | NA | … | … | 1.63 | 9.63 | 17.47 | -24.39 | 3.26 | 8.02 | 3.50 | 7.18 | 13.77 | -3.96 | -4.78 | -0.32 | 6.33 | 9.57 |
| Sharpe Ratio | NA | 1.43 | -0.01 | 0.06 | 0.15 | NA | NA | … | … | 1.02 | 1.36 | 1.61 | -1.52 | 0.04 | 0.96 | 0.30 | 1.24 | 2.20 | -0.64 | -0.86 | -0.51 | 0.47 | 4.50 |
| Standard Deviation(%) | NA | 6.15 | 12.04 | 10.12 | 8.36 | NA | NA | … | … | 4.22 | 7.04 | 10.77 | 16.56 | 6.11 | 4.96 | 4.38 | 5.02 | 5.94 | 7.89 | 8.42 | 8.61 | 6.68 | 8.02 |
| Draw Down(%) | NA | 2.91 | 32.60 | 34.70 | 34.70 | NA | NA | … | … | 2.12 | 4.82 | 13.50 | 32.98 | 4.54 | 3.89 | 3.00 | 4.87 | 4.82 | 10.30 | 12.18 | 6.94 | 4.18 | 4.14 |
| Yield(%) | 0.00 | 3.96 | 2.96 | 4.31 | 3.54 | 3.50 | 2.63 | … | … | 0.00 | 4.62 | 2.38 | 3.73 | 5.73 | 7.06 | 2.25 | 2.91 | 2.19 | 1.91 | 4.34 | 6.17 | 7.20 | 4.54 |
Data as of 05/18/2011, Common starting date is 09/22/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEADX (SEI Asset Allocation Diversified Cnsrv D) |
-8.67%
Feb 2006 – Feb 2009 |
-3.36%
Feb 2004 – Feb 2009 |
-0.34%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEADX (SEI Asset Allocation Diversified Cnsrv D) |
9.26%
Mar 2003 – Mar 2006 |
8.07%
Sep 2002 – Sep 2007 |
3.04%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart