Ratings & Risk for SEI Instl Mgd Core Fixed-Income I (SCXIX)

Morningstar Category: Intermediate-Term Bond
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Above Average
    		294
    5-Year Average Above Average
    		271
    10-Year Average Above Average
    		217
    Overall Average Above Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 6.09 0.37 0.33
    5-Year 4.98 0.32 0.17
    10-Year 4.58 0.45 0.53
    15-Year 4.40 0.52 0.57
    20-Year 4.32 0.52 0.52
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 6.88 0.34 14.56
    3-Year 48.83 1.05 -2.00
    5-Year 53.82 1.00 -1.16
    10-Year 69.09 1.01 -0.85

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009