Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMGDX (SEI Asset Allc Diversified Moderate Gr D) | NA | 12.38% | -1.64% | 0.86% | 1.83% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 05/13/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMGDX (SEI Asset Allc Diversified Moderate Gr D) | 05/13/1998 | 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 | 12.38 | -1.64 | 0.86 | 1.83 | NA | NA | … | … | 2.61 | 10.46 | 20.81 | -31.91 | 3.22 | 10.27 | 4.76 | 8.86 | 18.46 | -10.60 | -8.93 | -3.98 | 11.65 | 5.86 |
| Sharpe Ratio | NA | 1.31 | -0.10 | -0.03 | 0.04 | NA | NA | … | … | 1.11 | 0.97 | 1.29 | -1.34 | 0.02 | 1.03 | 0.42 | 1.16 | 2.00 | -0.91 | -0.94 | -0.64 | 0.90 | 0.52 |
| Standard Deviation(%) | NA | 9.38 | 17.81 | 15.01 | 12.47 | NA | NA | … | … | 6.34 | 10.75 | 16.02 | 24.36 | 9.18 | 6.79 | 6.11 | 6.82 | 8.88 | 12.85 | 12.15 | 12.44 | 9.31 | 11.81 |
| Draw Down(%) | NA | 4.79 | 42.01 | 45.26 | 45.26 | NA | NA | … | … | 3.82 | 8.87 | 18.54 | 41.54 | 6.85 | 6.09 | 4.32 | 5.72 | 8.26 | 18.74 | 18.96 | 10.89 | 6.36 | 14.14 |
| Yield(%) | 0.00 | 3.76 | 2.59 | 4.40 | 3.16 | 3.07 | 2.30 | … | … | 0.00 | 3.88 | 1.65 | 3.91 | 8.18 | 6.09 | 1.19 | 1.47 | 1.45 | 1.15 | 3.74 | 4.60 | 5.68 | 5.92 |
Data as of 05/18/2011, Common starting date is 05/13/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMGDX (SEI Asset Allc Diversified Moderate Gr D) |
-12.54%
Feb 2006 – Feb 2009 |
-5.27%
Feb 2004 – Feb 2009 |
-1.97%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMGDX (SEI Asset Allc Diversified Moderate Gr D) |
12.74%
Mar 2003 – Mar 2006 |
10.43%
Sep 2002 – Sep 2007 |
3.01%
Aug 1998 – Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart