Ratings & Risk for SEI Instl Mgd Large Cap Growth I (SPGIX)

Morningstar Category: Large Growth
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		449
    5-Year Average Average
    		390
    10-Year Low Above Average
    		278
    Overall Average 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 20.29 -0.27 -0.28
    5-Year 16.85 0.15 -0.07
    10-Year 20.06 -0.23 -0.28
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 93.46 0.85 6.93
    3-Year 92.32 1.00 2.02
    5-Year 90.74 1.01 0.15
    10-Year 85.75 1.15 -2.73

    S&P 500 TR

    Trailing data as of 10/31/2009