Ratings & Risk for SEI Instl Mgd Global Mgd Volatility I (SGMIX)

Morningstar Category: World Stock
Number of funds in Category: —
  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Low
    139
    5-Year 113
    10-Year 83
    Overall Below Average Low
    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 12.95 -0.71 -0.85
    5-Year
    10-Year
    15-Year
    20-Year
    Trailing data as of 10/31/2009
  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 81.40 0.42 -15.27
    3-Year 77.48 0.47 -8.68
    5-Year
    10-Year

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009