Ratings & Risk for SEI Instl Mgd Large Cap Value I (SEUIX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Average
    		312
    5-Year Below Average Average
    		276
    10-Year Below Average Average
    		183
    Overall Below 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 20.74 -0.75 -0.55
    5-Year 17.03 0.04 -0.14
    10-Year 16.22 0.18 -0.05
    15-Year 15.68 0.67 0.28
    20-Year 15.25 0.64 0.24
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 98.49 1.11 -4.33
    3-Year 97.14 1.04 -3.36
    5-Year 96.26 1.05 -1.06
    10-Year 82.71 0.91 1.58

    S&P 500 TR

    Trailing data as of 10/31/2009